let me make it more simple.
install winrar, and them open one of the split file using winrar.
whatever is inside that file will show up inside winrar, just extract the file to any folder.
u need to do this only once coz winrar will automatically do the combined extraction from all the split files.
when u have extracted these files you will get what u want, a exe setup or an iso image etc..
then u will install that in the usual way.