When you get all the parts to the ISO, right click on the top RAR file and select extract here.
In wad manager, if you have more files in the wad folder than will display on the screen, press the down button on the D-pad to scroll thru the rest of the files.
We are not gonna talk about downloading iso's. You got google and whatever else. This site is for wiihacking only, not how to be a pirate.