Devlin, if they are just zip or rar files then all you need to do is extract them using a program such as WinZip or Winrar.
Depending on what format they were in before they were segmented into smaller files, you wil either get the full installation files or whatever the file was (film perhaps) or it may appear as an ISO, or Bin and Cue file depending on which program was used to make the file.
These are image files and need to be burnt to disc using something like Nero which has the option to burn many different forms of image file.
The other type of file you may encounter is when they are renamed to something like .dit. This is just an extension that has been made up to disguise the true nature of the file. In this case just rename all the files with the extension .Rar and then extract them as before using WinZip or Winrar.
It is worth trying to see if Winrar will open these files without renaming as sometimes they can be extracted without any fuss.