You have to download every file before you can unrar any of them. They’re partials, not full files.
So, for example, for ANH, you’d need to have all 83 RAR files fully downloaded first, then you open the first one of the 83 and it’ll unpack all of them. But if you only have 82 and are missing 1, it won’t work, and you’ll get the “incomplete” message you’ve been getting.