Open the first file ( part1.rar ) with a program like WinRAR or 7-Zip , and it will automatically pull data from the other parts to recreate the full installer.
If you are looking for your progress, the PC save files are typically located in [Steam Install]/userdata/[YourID]/1105500/remote/ , as noted on SteamDB . Yakuza.4.Remastered-CODEX.part2.rar
This is not a standalone file. To extract the contents (the game), you must have all parts of the archive (e.g., part1, part2, part3, etc.) in the same folder. Open the first file ( part1