If you're after a particular file from a big archive but don't want to download the whole thing, you can still download it as long as you get some special software.
I've found 2 ways of doing it but I don't see myself using it very often.
First is to use LoadScout. It is a standalone program that lets you paste in the URL of the archive and it'll display its contents.
Select the files you want to download and let it work its magic.
The interface is a bit old but it still works well.
I didn't particularly like the sorting it used for the file list nor the way it displayed the download progress.
My preferred choice was the Archview addon for Firefox.
It had a slightly nicer user interface, but I didn't like the way it automatically assumed I wanted to explore every archive I clicked on.
I tried ArchView in a separate installation of Firefox, so it didn't affect the way I normally download archive files.
If you've got a better method, I'm happy to try it out!