1. What is a RAR file

RAR is the native format of WinRAR archiver. Like other archives, RAR files are data containers, they store one or several files in the compressed form. After you downloaded RAR file from Internet, you need to unpack its contents in order to use it.
2. How to handle RAR files

WinRAR provides the complete support for RAR files, so you may both create and unpack them. If you installed WinRAR on your computer and downloaded RAR file from Internet, you may double click on RAR file icon to open it in WinRAR, select all files, press "Extract To" button, enter a destination path and press "OK". Another way is to click on the RAR file in Explorer using the right mouse button. If you enabled "Shell integration" option when installing WinRAR, the file context menu will contain "Extract to ..." item.

Some RAR files can be parts of multi-volume sequences. In WinRAR you can split a huge archive to a few smaller files, which are called volumes. They may have extensions .rar (the first volume), .r00, .r01, ..., or .part1.rar (the first volume), .part2.rar, ..., etc. If you need to unpack volumes, place all them to the same folder and start extraction from the first volume.
3. RAR versus ZIP

Comparing to ZIP file format, RAR provides a number of advanced features: more convenient multipart (multivolume) archives, tight compression including special solid, multimedia and text modes, strong AES-128 encryption, recovery records helping to repair an archive even in case of physical data damage, Unicode support to process non-English file names and a lot more.