Even if you follow the steps, you may hit a wall. Here are the specific errors related to .003 files.
Downloading Grand Theft Auto V.7z.003 from a torrent or file-sharing website and violates the software's End User License Agreement (EULA). Legal consequences can range from ISP warnings to significant fines in jurisdictions with strict copyright laws. Grand Theft Auto V.7z.003
If you created this file yourself using 7-Zip, to recombine it, you simply right-click the .001 file just as described above. Even if you follow the steps, you may hit a wall