: Right-click part01.rar and extract it. This will result in an .iso file or a folder containing a Setup.exe .
Once you have all parts downloaded and sitting in one folder: Just_Cause_4_Complete_Edition-Razor1911.part06.rar
Dealing with multi-part RAR files can be a bit tricky if one part is acting up or if you're new to the process. : Right-click part01
If you are looking for a guide specifically because Part 06 is giving you an error, it's likely one of these three things: Just_Cause_4_Complete_Edition-Razor1911.part06.rar