Right-click only on the first part ( WULNOT-MW.part1.rar ) and select "Extract Here" or "Extract to [Folder Name]".

Ensure you have WULNOT-MW.part1.rar , WULNOT-MW.part2.rar , etc.

A compressed archive format (.rar) that holds one or more files [1].

If you don't see ".rar", ensure your Windows settings show file extensions to avoid confusing .rar files with other file types. To give you more specific instructions, could you tell me: Where did you download this file from? Are you trying to install a game ? Do you have part 1, 2, and 3 downloaded as well?