What is a RAR file?
RAR is the native format of the WinRAR archiver. Like other archives, .RAR files are data containers, they store one or more files and folders in a compressed form. After you download a .RAR file, you do need to unpack its contents in order to use it.
How to work with RAR files
WinRAR provides complete support for RAR files, so you can both create and unpack them. After you have installed WinRAR on your computer and download a RAR file from the Internet, you only need to double click on the RAR file to open it, select all files, click the "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 the "Shell integration" option when installing WinRAR, the file context menu will contain the "Extract to ..." item.
Some RAR files can also be parts of multi-volume sequence. With WinRAR you can split a huge archive to several smaller files 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 extractiing by double clicking the first (.RAR) volume.
RAR versus ZIP
Compared to the ZIP file format, RAR provides a number of advanced features: more convenient multipart (multivolume) archives, tighter compression: including special solid, multimedia and text modes, strong AES-128 encryption, recovery records that help to repair an archive in case of physical data damage, Unicode support to process non-English file names plus a lot more. For more info see the detailed comparison between RAR and ZIP.