Actually it is very easy. You do not need to download other softwares, Winrar (newer version) can do the job for you.
.001 is actually a repack. Although clicking on it will not have the immediate option to extract or not immediately recognized as a repack by winrar, you can still extract it.
When you click on the file, a window pop up will ask you to choose which software to open it or browse online. Choose "open with a software" and choose winrar.
Then after winrar has open it, choose extract.
When you have .001 and so on, always open the .001 only. You do not need to open each one by one and extract them. They are all automatically combined when you open .001.
To test, cut .002 and paste elsewhere. When you open .001 with above method, you will see winrar pops a notification saying that the archive is damaged/corrupted. Cut and paste .002 back and open .001 with winrar using above method. If you dont see any notification then you can be rest assured that you have got the complete files.