This is a popular visual novel by creator rausmutt , which is often distributed as a compressed archive (like .zip or .rar) containing the game's executable and assets.

Are you trying to a specific piece of a split .rar file?

While "piece" can sometimes refer to a (a "part" or "split archive"), it is most likely being used here to describe a specific game build or software package . Common Sources & Context

Or is this related to a different "piece" of media, such as a or art series titled Sheltered ?

: The latest public version (v.47) is typically around 470 MB and is available on Itch.io for PC, Mac, and Android.

: This tool is frequently used to manage "sheltered" apps in a sandbox environment and can be found on F-Droid . Which "Shelter"

An open-source Android app that allows users to isolate other apps into a "work profile" for privacy and security.