Less data means the game downloads in a fraction of the time.
These versions typically come with a pre-configured installer that handles the extraction process. How to Install and Optimize
Right-click on (or the single zip file) and select Extract Here using 7-Zip or WinRAR. It will automatically pull data from the other parts to form a single setup folder. Open the extracted folder and look for the setup.exe file.
If your PC has a weaker processor, the time saved downloading the file might be entirely negated by the hours it takes to unpack it.
Always download from reputable, trusted sources to avoid malware or corrupt files.