Check in the properties of the file if the size is the right one (2 080 633 794 bytes). If it is, then just add to the file name the extension ".exe" to make it executable, otherwise you would need to download it again.
If you downloaded it from a mirror, you need to merge the three pieces, I have used 7z to split it, perhaps you might need it to merge them(if you have winrar I think it might work without 7z though, I don't remember TBH).