How to split and combine files
If you just want to combine files (which have already been split somewhere else) you can do this in a Windows command prompt natively:
copy /b example.ext.001+example.ext.002+example.ext.003+example.ext.004 example.ext
Use HJSplit. It is simply the best.
HJSplit is freeware and portable (300 KB), and it doesn't have to be installed.
There is an older free command-line version of Goetz's File Splitter. You may like this version if you plan on running batch scripts to split lots of files.
7-Zip is another free open source program that allows you split (with or without compression) and combine files, either via GUI (right click on the file → Split File... → choose size) or command line.
If you have Total Commander, it does that as well (Files → Split File...)
I tend to compress the required file to a ZIP file, setting a maximum file size so that it gets split.
This means that you will always have the program to get the initial file back available.