I am sorry if this seems like a stupid question, but what am I supposed to do with the setup_Gabriel_Knight_2-1.bin and setup_Gabriel_Knight_2-2.bin files that were included with the download? I have installed the game, and ended up just placing these rather large files into the GK2 folder. If I don't need them, I will delete them.

You'll need those 2 files, and the setup_gabriel_knight_2.exe file, should you ever want/need to reinstall the game.

You don't need them to play, but as Namur said, they are part of the installer. If you wish to get them off of your hard drive, just burn them.