sfv files should normally be tiny (just a few KB at most). sfv stands for simple file verification and contain checksum information so you can verify file integrity (aka whether they’re corrupt or there were errors during transmission). You’d use a utility like sfvcheck.
.001 .002 etc are usually split files from a set (for example the original file would be blah.mpeg, then it’d be blah.mpeg.001, blah.mpeg.002, etc). You’d normally recombine these with mastersplitter, hjsplit, or winsplit.
More recently people have been renaming rar files that way too. They should be .r01, .r02 etc, but they get renamed .001, .002, .003 etc. If that’s what you have, use winrar to open them.
Google and download the free utility ExtractNow.
Start the Extract now utility, and drag an drop the first file XXX.001 or whatever into the utilites winsow. Click the extract all button. It will first ( quickly ) scan to see if it has all the parts of the (rar)archive, then it will reconstruct the compressed files ( could take some tome - there is aprgress bar.)
among the files you downloaded (ex. mob001.r01,mob001.r02,mob001.r03...etsc)you will find only one file with extention like mob.rar (which is the name of the game) open this only file with any extracting tool (best is “7-zip”) then the game will start to extract into the destination folder all of it.