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Well, in terms of the data.arc being stored on your console, nothing needs to be done with it to start using mods. In fact, if your SD is formatted to FAT32, that's the proper way to have it.
But to use it in CrossArc or other PC programs, you'll need to do a little bit. My explanation will assume you have Windows.
Copy the 00, 01, 02, and 03 files in the data.arc folder to somewhere on your PC, then run the following in the Command Line, with the working directory being that place you put those files:
copy /b 00+01+02+03 data.arc
Now wait. This won't be particularly quick. Once it's done, you'll have your proper data.arc file for use in PC tools that work with it. You can delete those 0x files you combined just then, but make sure you copied them, and you didn't cut them.
Do note that you cannot use that file you just made on your SD card if it's formatted to FAT32; the reason it was dumped as a split archive in the first place is because FAT32 can only have files that are <4GB in size.