They don't extract individually- you need the whole set. It's a bit of a pain, but all of them need to be present and whole or else nothing works.
If one of them is broken, I think 7-Zip will tell you which one.
It's basically because it's one big file that you couldn't upload/download reliably, so you split it into manageable chunks. But until you have all of the chunks, you don't have the original file.