Hi there, why not download the current version, which is Mageia 7?
Also some of your questions are described directly on the download page,
https://www.mageia.org/downloads/You can write the .iso file to a DVD or also to a USB drive, which I'd recommend because it's faster and you don't need to waste a DVD.
The other files (.md5, .sha1, .sha512) in the download are checksum files, and (.gpg) are the signatures for the checksum files, so you could verify that the DVD is untampered and has been created by Mageia.
This is briefly explained in
https://wiki.mageia.org/en/Installation ... _IntegrityThe .idx file is an index file which contains a listing of the RPM packages that are contained in the the DVD.