See Naming and organizing your Movie files. Specifically, the Movies Split Across Multiple Files section. Note the naming requirements (you’ll need to rename the files).
Also note the many caveats listed, especially that not all Plex clients support multi-part movies.
You would probably be better off combining the two parts into one file, as it would avoid the issues with multi-part movies.
See [HowTo]: joining multi-part movies files with MKVtoolnix GUI
