Select "Extract Here" or "Extract to [Folder Name]" . The software will automatically detect part02 and all subsequent parts to reassemble the full file (usually an .iso or an installer).
To correctly extract the game, you must treat all "parts" as a single unit. Final.Fantasy.XIII.part02.rar
You do not need to extract part02 separately. Open your extraction tool—such as WinRAR or the free 7-Zip —and right-click only on part01.rar . Select "Extract Here" or "Extract to [Folder Name]"