If you are downloading mods or updates, check the Dovetail Games Forums to ensure the file is from a trusted source.
Multi-part .rar files (Part 1, Part 2, etc.) must be in the same folder for the extraction to work. sc22688-TSW3.part2.rar
TSW3 requires roughly 30 GB of space, so ensure your drive has enough room before extracting large archives. If you are downloading mods or updates, check