I remember only too well my initial trouble when DL large programs which needed to be "put together". I got virtually help then, so even though I'm a few days late for you perhaps I can help.
Generally you'll need a program that archives or compresses files, they can compress, split into manageable parts and compress or uncompress and bring the parts back into a "whole". WinRar, 7-zip & WinZip are some of the most common ones out there, I use the first two. Beware ... I don't give a toss but many I.T. people will laugh if you say "join" even though it is essentially what you'd be doing.
Check out the archive Co sites they will have detailed info on use.
Hope I've been of some help.