When you try to extract the files in a RAR archive with WinRAR, and you don’t have all of the segments, it will give the error message: “You need to have the following volume to continue extraction.” WinRAR assumes that you have backed up your files onto a set of disks, so it is just asking you to put the next disk in.
In reality, you have probably downloaded the RAR files and don’t have any such disk. In any case, RAR files almost always come in bunches called an “archive”. And the individual files are called “segments”. And since you can’t easily tell how many segments there should be, people often try to extract before they have all the RARs.
So, the solution to this error message is to go back to where you got the RARs and look for the rest of them.
If for some reason you can’t find all of the segments, you may still be able to use the files you have. For example, video files are usually compressed. So, when somebody puts a video into a RAR archive, they are just doing it to chop up the video so that it is easier to handle. The RAR compression won’t be able to compress the video data further, so you may find that you can simply open the RARs with a video player and watch the video. That’s not the “right” way to do it, but it is often a useful last resort.