i think what you're trying to say is:

I have downloaded
file.part01.rar
file.part02.rar
file.part03.rar
and I want to decompress them. How do I do it?

--------------

Well, just open up the first file (in my example, file.part01.rar). Continue to extract as you would any other RAR. Just hit extract, select a directory, and wait. After it has extracted all the information in the first rar, it will search that directory for part02.rar. It will then continue on, until its done, using each rar in succession. You can even see what rar its using at the moment, too. Look at the extraction progress box, and the title bar will say what part is being extracted.