A .cue file is typically a file that indicates that a image was burned to CD or DVD. To be more specific, .cue files are just “image” files that CD Burning sofwares use to create a CD. You must have burned the file to disc which would have created the .cue file.
CUE file contain information about how tracks are organized, length of audio track, name of the performer and title of the song. It store contents associated with CD. This format may recognized by most playing devices.