You open winrar, browse to the files you want to 'put together' and highlight them all(left click first file and while holding shift key down, left click last file is the easiest way to do this). After you have files selected, you simply go to the "Extract to" button and follow the instructions. Make sure you note where you have extracted the files to. If the downloaded files are OK, everything should proceed automatically. Winrar will extract to the folder you selected and the files will be put together and should be ready to use. If you receive error messages during the procedure, it usually means the download was corrupt and/or imcomplete. This is assuming that these are winrar files.