Sorry, I don't quite grasp the question. Did you download a file from MEGA?
If you download a file from MEGA, you just extract it and run.
If you download 8 files from itch, you put them in a same folder, extract the first one and run.
>To unzip spanned ZIP files in Windows, ensure all parts are in the same folder and extract the first file using a tool like WinZip or 7-Zip. The extraction process will automatically recognize and combine the spanned parts.