Hello,
I have downloaded Earth 1250 , but in foloder there is setup ( 1.56 gb ) and list of chunk files ( about 1,60 Gb )

Is that normal or not , since i dont remmember haveing these files last time ?

Thank you ,

Not sure, but I think the chunk files are partial downloads. Did you use the GOG download app by any chance or did you download straight via your browser? What you should have is a single 1.56GB file named setup_earth_2150_trilogy.exe which is the GOG installer. Run this to install the game.