Ahma, normally a RAR archive is extracted by placing the files in one folder and simply extracting the first RAR file; the other parts are joined automatically. If this does not work, go to the next paragraphs.
Please be sure that you have Windows set to show all file extensions. From any folder, go to Tools-> Options, then click the View tab, then ensire that the box next to "Hide extensions for known file types" is UNchecked, then click OK.
If this clip is also split with HJSplit (and I don't know if it is), try re-extracting the RAR files to one folder; hopefully a .001 file will be visible. With HJSplit, browse to the folder containing the .001 file and click to Join. If all goes well, it should create a video file.
Good luck,