Because the Dreamcast has no effective copy protection (the GD-ROM drive was cracked decades ago), the game was released in multiple formats. The most accessible, and the one referenced in our keyword, is the format. CDI files are disc images optimized for burning onto standard 700MB CD-Rs, which the Dreamcast can read natively (usually requiring a boot disc or a modified MIL-CD compatible BIOS).
There is a heated debate in the retro community about "abandonware." While Xenocider is a modern indie title (and you should ideally buy it to support developers), the reality is that physical copies are rare, expensive, and often region-locked. The "free" distribution of the CDI file exists in a grey area. xenocider dreamcast cdi free hot
In the case you're searching for Dreamcast games, here are a few notable titles: Because the Dreamcast has no effective copy protection