Tools like CheckFileType or the file command in Linux can sometimes identify the headers if the extension has been changed.
Look at the website or forum where you found the link. Often, the "true" name of the file is listed in the post description or a separate .nfo file.
Even if you don't have all parts, opening one part can sometimes show the filenames of the internal data (e.g., Setup.exe or MovieName.mkv ).
If you have the file on your computer, you can try these steps to identify it:








