how to open a .dat file

The dat files can be anything from text to 3D models so you have to know what is in them and change the extension. Basically it is a generic non-executable extension. You could try opening each with textedit and seeing if it says what is in the file near the top before it starts showing gibberish.

.mcw is Microsoft Word for Mac. The extension hasn't been used for at least a decade. Try finding various versions of Microsoft Word, especially old ones, and see if they'll open or import those files.