You could use tar to do that, and it's built into Windows nowadays (if you aren't on a unix-like system (mac, linux, etc.)).

Here is a website with more information: https://www.thewebhelp.com/linux/creating-multivolume-tar-files/ Or something like this would also work, but it requires the split command which I don't think is available on Windows: https://superuser.com/a/290990