This is The Witcher 2 subforum, for questions related to The Witcher 3, head over to
<span class="bold">this one</span>.
Still, since it's a basic GOG functionality issue you're having (a common one for new customers, nothing techincally wrong on GOG's part), I can safely say that you *do* need to download all 7 parts in order to be able to install the game. GOG games usually larger than 2GB come in multiple parts because it stresses their servers less, and you get an *.exe file and (depending on the game) one to multiple *.bin files, which you *need* to save in the same folder as the *.exe. Once you're done downloading everything, run the *.exe and effectively install the game.
You can also try installing games via the GOG Galaxy client, though I wouldn't particularly recommend it, since it's still in beta and it has some technical problems at the moment.
Another solution is to use the GOG Downloader (an official download manager), which you need to download
<span class="bold">here</span>, and then by going to your game in your GOG library, click on 'MORE' > 'GOG DOWNLOADER LINKS' to be able to use the Downloader -- which downloads your games in one go, instead of making you download multiple parts on your own.