Instalation problem

I have this message during installation
"Source file not found:
C:\Users\notebook\AppData\Local\Temp\Temp1_TPC_BETA_version_0.8.5_FULL(1).zip\TPC BETA version 0.8.5 FULL\TCP_b1.cab. Verify that the file exists and that you can access it."
Problem is there aren't this file

First you need to unzip ALL THE CONTENTS of the pack you download (right click->extract...), then run the installer.

Thanks but i have next problem. When i run game i have a message that i have to install DirectPlay for directx 9 but i have directx 11 and i can't install DirectPlay.

You need to install directx 9.c too. Newer versions of directx are not compatible with this old game, but fear not, you can have both directx's work on the same PC.

I can't extract the files in TPC_b2.cab and TPC_b3.cab it says "The following file could not be opened or is not a valid Zip file D:\Games\The Protectors\TPC_b2.cab, similarly for TPC_b3.cab.
When I try to update to 0.8.6a hotfix it says
"The program can't start because binkw32.dll is missing from your computer. Try reinstalling the program to fix this problem."
Similarly it says that too for 'wetstd32.dll' and 'mss32.dll'.
I have not modified any files, I have tried installing the game 2nd time but it isn't fixed; the problem persists. I use WinZip. The extracted files are in a separate folder.

Edit: I extract the files in TPC_2.cab and 3 but I could install game, is it necessary to extract those?

Ok first things first:

You need all cab files in the same folder with the installation .exe file. If you do everything correctly, then the installer won't even ask for the files and will go from 0% to 100% with no interruptions.

Secondly, 0.8.6a is a HOTFIX PATCH. You just need to copy-paste that exe over the 0.8.6 one. IT IS NOT A INSTALLER.

That should do it!