That is called image sequences and it is one of the best ways to export a project from a 3D application, you now need a video editor like Adobe Premiere or a compositing app like Adobe After effects to render the image sequences as a video file.
*Also you can go inside Cinema 4D >> Window Menu>> Picture Viewer >>File >> Open. Here you can select your image sequence and after the open you can select the folder and save as animation and select a new format like Quick Time or Avi, but it could loss a little quality with this method.
If you don’t like the image sequences, for Future renders you can always change the format inside the Render settings >> Save >> Format.
Good Luck
Imagination is the best tool…