Are you sure you've got CDZ files on there? That was/is a disc compression format mainly used for gaming platforms. You'd need something like a Playstation emulator to open them.
If it's comic strip material you're trying to access, they're much more likely to be CBZ (Comic Book Zip) files. To open these you need either a Comic Book reader app or an unzipping utility. CBZ uses standard ZIP compression, so (in theory) the mac's own Archive Utility ought to be able to unlock them.
If a CBZ file won't open simply by double-clicking it, try the following:
Select a CBZ file on the disc and right-click it.
From the context menu that appears, choose "Open with..." and go to "Other"
Change "Recommended applications" to "All applications"
In the search box (top right) type "Archive Utility" (without the quotes).
When that app appears in the window, double-click it.
The Archive Utility will attempt to put the unzipped contents in the same place as the original file. Of course, it can't do this to an optical disc, so if it doesn't ask you where you want it unzipped to, try the following instead...
1. Copy a CBZ file to a folder on your mac.
2. Change the file extension from CBZ to ZIP
3. Double-click it and see what happens.
Archive Utility should automatically recognize it as a zipfile and extract its contents to a folder with the same name as the original file.
If you've got lots of CBZ files and you don't want to have to re-name them all, do this:
Copy all of the CBZ files to a folder on your mac.
Select one of them and do the "Open with..." procedure I described above.
When you've typed "Archive Utility" into the search box and it has appeared in the window, click the "Always open with" checkbox at the bottom of the window, then hit the "Open" button.
Archive Utility should now do its thing every time you double-click a CBZ file.
FINALLY...
If you want an app that will read the CBZ files directly, try the free, open-source e-reader CALIBRE. Apparently it works!
CALIBRE page:
calibre - Download calibre