Forgot the most important thing but the forum wont let me edit my answer.
You need first to merge the files if you have more than one. To do this you need to run first:
copy /b/y backup_xxxxxx_xxxxxx.tzst + backup_xxxxxx_xxxxxx.tzst1 + backup_xxxxxx_xxxxxx.tzst2 + backup_xxxxxx_xxxxxx.tzstxxx...
Windows 10 - 11. What you need to do is:
1) Download zstd (who thought of that name???) Releases · libarchive/libarchive
2) Place zstd.exe from archive above inside the same directory where your .tzst - tzstxxx files are
3) Open a command prompt of windows and cd to that directory
4) Run tar...