Relax bro , it hapends,
Mi guess is that you're not using the something the right way bro!
Click on the compressed folder with right mouse botton, and select 7z open, the in the window that shows up select with the mouse the GW part with one click and extract to with the botton above on the 7z toolbar, it will come up a window for you to chose where do you whant to decompress the file, click on the "..." botton and slect the desktop to decompress... do the same to all parts of GW...
And the merge them into a created folder named GW MOD...