Don't open the archive, you need to extract it.
Right click the archive > 7zip > Extract to.....
You do need to install 7-zip though which SSB has given above.
Privateer is correct, the files with extensions 7z.001 to 7z.007 are part files. There should be a 'master' lead file that then extracts the 001....files. This is the Campaign SB.7z file. Try right clicking on that one and extracting.
While testing this, I can't download Campaign SB.7z it is always interrupted/aborted, has your version downloaded correctly/fully?
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