While 7-Zip is standard, WinRAR can also handle split .7z files.
Ensure you have downloaded COM3D2_EN.7z.001 through COM3D2_EN.7z.012 (or whatever the final number is) and placed them together in a single folder.
Select "7-Zip" -> "Extract Here" or "Extract to [Folder Name]".
It is highly recommended to use 7-Zip to handle this archive. Extract the First Part: Right-click COM3D2_EN.7z.001 .