Right-click on part01.rar and select "Extract Here" using software like WinRAR or 7-Zip.
This file is mandatory if you are downloading a version of the game split into RAR parts. You cannot extract the game or run the installer without it. NarutoShippudenUNinjaStorm4.part05.rar
The extraction software will automatically pull data from part05.rar when it reaches that segment of the data stream. You do not need to extract part 05 individually. Verdict Right-click on part01