If you downloaded these files from a third-party site rather than an official store (like Steam or the Microsoft Store), before running any .exe files.
: Ensure you have downloaded every segment. If there are 10 parts, you must have part01.rar through part10.rar saved in the same directory. AgeOfEmpires4.part05.rar
: You do not extract Part 05 directly. Instead, right-click on AgeOfEmpires4.part01.rar and select "Extract Here" or "Extract to AgeOfEmpires4/" . If you downloaded these files from a third-party