Yes, .R01, .R02 and so on are split RAR archives as I had mentioned earlier. Looks like a some 'genius' put split archives within another archive! How stupid. (Or it's a 'scene' release. In any case, it's like a Matryoshka doll.)

Anyway, now you need to find the .RAR file from among the extracted files and extract
that again using WinRAR. That will then extract the contents of all the parts from .R01 onwards and hopefully you'll finally get to the good stuff inside.
This is why I generally don't trust archives, since you never know whether the stuff in there is truly what the name implies, or whether they contain viruses or even whether they're password protected and you're told to visit certain sites to get the password (if you know what I mean) etc.