.RAR is not an embroidery format, it is a compression folder (for want of a better description) that can store many files and reduce the size to make it easier to send a whole lot of things at one time.
Flitter has advised you correctly, download and install 7zip or WINrar, learn how to use this little program and you will be SOOOOO happy that you did because you can then open almost any type of ZIPPED folder.
Once you have unzipped the folder you should move the design formats, you want to keep, to their permanent folder and delete all the rest.
I always save my 'zipped' files in a folder of their own, just in case something should happen and I need them.

It is always wise to UNZIP your zipped files as soon as you download them, just in case they are corrupt and you need to download them again, this can happen quite easily, especially if you use anti-virus software.
Hugs and roses, Meganne

Thanks Philippa, I have that program but don't use it so didn't remember.
hugs n roses, Meganne

PS, you should post your reply directly under the main post by clicking on the "Answer This Question" box, that way it won't get lost amongst comments made to other responses. :-)