Often used by independent launchers or for "repacks" to reduce server load. Instead of downloading from one central server, you download small pieces of the game from other users.
In a technical sense, PC games are downloaded using specific network protocols that ensure large amounts of data are transferred quickly and without errors: Protocol Download PC Game
The standard protocol used by storefronts like Steam and the Epic Games Store . It is reliable and secure, allowing for encrypted file delivery. Often used by independent launchers or for "repacks"