Rar files do not tend to be split (they will often have a rar file and a slightly bigger or larger file than the standard with a high number at the end of the extension) or they will lack a rar file and just have numbered extensions.
These numbered extensions are also used in split files (which are relatively common in these circles) which makes things a bit confusing as many tools do not detect the differences.
Still if you do want to join files then the command line is your friend, the command you want goes as follows:
copy /b file1.file+file2.file+file3.file filecomplete.file
unix based operating systems can use cat: