In the Output menu of the Render Settings you can choose whatever range of frames you want to render (0-500, 501-1000, etc.) But, as you’re already aware, if you render your project in sections you will end up with multiple videos and will need to merge them together in a video editor program. Cinema 4D has no capability to do that itself.
If you’re having problems with rendering a specific project (especially if it’s a long render) it’s always a good idea to render image sequences (separate image files in a folder) rather than quicktime movies, just in case of crashes that will ruin the entire movie file and force you to start over, but you will still need to assemble the image files into a movie in a video editor program.