Do not attempt to open this file individually. Once you have all parts, right-click Part 1 and select "Extract Here." If you are unsure of the source, run the extracted .exe through a service like VirusTotal before running the installer.
.rar is a compressed archive. The .part14 designation means you need all other parts (part1 through part13, and any subsequent parts) in the same folder to successfully extract the contents.
The prefix "DODI" typically refers to DODI Repacks , a well-known group that compresses large video games to make them easier to download.