There are many softwares that allow the extraction of compressed .rar/zip… files, but the most popular RAR application, is WinRAR. if you don’t have it, download it from here: rarlab.com/download
If the game archive is splitted into many parts (part01, part02, part03.., ) all parts must be fully downloaded in the same folder.
To properly extract the archive just select the first part and right click on it, then press “Extract Here”:
Extraction will begun:
Once the extraction is done, you will have either a ready game (direct play), a .iso file (can be .bin too) to mount it on a virtual drive and install, or simply a game installer (.exe).