This filename format is very typical of large archives (like a long audiobook, a high-quality music collection, or a software package) that have been split into multiple smaller pieces for easier uploading and downloading. What this file usually represents:

Ensure the site providing the link is reputable.

Without parts 1 through 18, you won't be able to open or listen to whatever is inside "part19."

If you give me more context, I can help you find a safer or more direct way to listen to it!