By Cue files you probably mean .img files listed in a cue file right? Or maybe a cue file that indexes the contents of a vcd??? I don't think it is really necessary. You could of course try to play a dvd image with mplayer but that would probably need too much hardware resources for the decoding. And a vcd can be easily transformed to either an mpg or an avi file since they are only reformatted and then put into a folder...
I don't see the point...