Compress and split files in the file explorer

Only some archiving tools support splitting. One of them is RAR -- package rar (but it's shareware and you need to buy it after 40 days -- Shareware in Ubuntu repositories? (RAR)) and another is for example 7zip -- package p7zip-full. You need to install one of them (I suggest 7zip because it's completely free).

You can also create a sigle archive and then split it into parts using split command (or HJSplit for GUI).

To activate the split option, select .rar from the file extension drop-down box.