
If you have files splitted into: Filename.001, Filename.002, and so on. You don't need HJSplit/Joiner. Instead use 7-Zip as shown above.
Right-Click on the first part (Filename.001), go to 7-Zip in content-menu, choose as option either
Extract Here or
Extract Files to your specified folder.
Note: If you have more than 1 files splitted, select the Filenames.001 parts and do the same process as above to extract all in-one-shot.
Screenshot: