Like Foobar2000, VLC can play the songs separately by loading the cue sheet.
Or use the Medieval CUE Splitter, a freeware tool that split a single big audio track, mostly an album or a compilation, into the relative individual audio tracks, using informations contained in the associated "CUE" file. Sometimes you can find a big compressed audio file (for example MP3, APE, FLAC, OGG, WAV, WMA, etc...) equipped with a small "CUE" text file that contain informations about tracks title, artist and length.
Foobar2000 and Medieval CUE Splitter are freeware.
Tutorial: How to Split APE Files (with Medieval CUE Splitter)