If you want to play Sea of Thieves safely and with full access to features like "Tall Tales" and multiplayer:

It is the third part of a multi-part RAR archive. You must have all preceding and subsequent parts (e.g., part01, part02, etc.) in the same folder to successfully extract the game files.

Security researchers generally advise against downloading .rar files from unverified third parties, as they are common vectors for trojans. Legitimate Alternatives