Ensure you have every numbered part of the archive.
Ensure you are downloading from official sources like Steam or Sega to avoid security risks and support the developers. Company.of.Heroes.2.Master.Collection.part2.rar
Right-click Part 1 and select "Extract Here" using software like WinRAR or 7-Zip . The software will automatically pull data from part2 and any subsequent parts to reconstruct the full installer. Ensure you have every numbered part of the archive