It looks like you’re trying to handle a specific multi-part archive for the game (version 0.20.0a). Because this is a .part2.rar file, it cannot be opened on its own; it is part of a split archive that requires all pieces to function.
Right-click part1.rar and select "Extract Here" or "Extract to paradise_lust..." using a program like 7-Zip or WinRAR.
If the archive asks for a password, check the site where you downloaded it; common passwords for game archives are often the name of the site or the uploader.
Sometimes Windows Defender flags adult game files as "false positives." If the .exe disappears after extraction, you may need to check your antivirus quarantine.
Do you have downloaded, or are you having trouble finding Part 1 ?
This usually means one of the parts is corrupted or missing. Try redownloading the specific part mentioned in the error.