IF you have downloaded all parts, then extract all the content from the first zip.
It will automatically extract everything from all the 9 parts.
Now go to this map and run the .exe, this should install the game properly.
For easiness sake keep the shortcut it creates on the desktop.
Now right mouse click on the shortcut>properties>Open file location. dump the content of the patch in the appropriate location.
(i haven't installed or played the game but this should be the basics of it)
Also check if there is a readme file that could help you.
Hope this helps