If you're downloading the part files, which will likely appear as 7zip or RAR type files, you will need every part, so if there's a part 1 and a part 19 you need those and also everything inbetween. Depending on how big the whole pack is, which sites you're using and whether you're willing to pay for premium on Mega or whatever, it could be a multi day or multi week project to get the whole collection that you need for the base game in question.
In case you're curious, the reason they break it into parts is to work within the file size and daily download limits of a given site. For those sites that offer premium subscriptions you could get around that and complete the whole pack much faster, but it's up to you if that's worth it and you feel secure enough with these sites. With Mega you just need to make sure to turn off the auto-resubscribe feature if you sign up with them, as it is on by default during the subscribing process and unsubscribing, I am sure, is a whole /thing/.
They haven't stolen my identity or doublecharged me or anything so I guess they're legit except for that one caveat.
But anyway once you have all the parts, make sure they're all located in the same folder, and then if I recall correctly you either extract file part 1 or shift-select all the parts and tell it to extract, and WinRAR or 7zip will combine them into a single compressed file. That compressed file, once you've extracted it to a directory and gotten the game working (InitSetting exe in the main directory will complete installation and is the main launcher), will be the only backup you'd want if you wanted to keep a backup (not a bad idea in case your install gets screwed up by modding or a broken patch job or whatever). All the Part files will be unnecessary to keep around so long as the combined archive is good.
For those tempted to go for the very early versions of HS2 Repack because they are much smaller in size, I will note there was a point where patch compatibility had to break due to changes to the code base, so you can't go from R1 to the latest repack version. It might be worth it if you're impatient to check the game out to see if it's fun for you, but if it is you'll probably have to start the process all over again to get a newer version, like I did.