Why do we have to repeat this EVERY COUPLE WEEKS?
- The files are a multi-volume ZIP archive. That means that it's essentially a giant ZIP file split into several smaller files to work around media size limits or sites with file size limits. This is not a new tech; this has been around since the early NINETIES. It was originally created to enable people to save large files in floppy disks. I really don't know how you have been downloading stuff from the web and never have seen it before. Other archive formats such as RAR and 7Z also support this.
- You have to download ALL of the files with similar names and put them together in the same folder in your computer, phone or tablet. Then use your ZIP utility to open the first one in the set (usually the one with a "001" filename extension or sometimes one without any numbering). The utility will notice it's a multivolume file and treat the entire set as a single ZIP file, unpacking it in a single operation.
- The MP4 inside is perfectly fine. It contains BOTH audio and video. If you are not seeing the video, you are missing some necessary codecs that should have come with your device -- this video uses the H.264 video format, also known as AVC, which has been pretty vanilla for a decade or so. If you can't see the video, download the VLC player or install the K-Lite codec pack (you don't need the bigger versions, the K-Lite Standard will do fine).