Forgive me, but I'm not entirely sure how ... do you mean copy the entire contents of Disc 2 onto the C drive or something?
I don't get you.

[edit] I've found the appropriate part in the documentation and I've located the files, but I don't see what I am meant to do with them?

I've got to Part III abolsutely fine, but now that the cut scene has started where Guybrush realises a ship is following them, it it constantly asking me to swap CDs. i.e. Disc 2 cannot be found please insert it <I put it in> Disc 1 cannot be found please insert it <I put it in> Disc 2 cannot be fou...