A rar file has nothing to do with music, it's a compressed archive, very much like a zip file, the archive may contain music files but you have to extract them first
I use winRAR for this in windows, it says your meant to pay for it but keeps working if you don't
think or rar like a box - a bad box
rar has been adopted by some bad people as the format of choice for downloads.
that aside....
it's like a shopping basket
if you want to carry 20 potatoes .... you can either carry 20 seperate spuds .... or carry them in a bag containing the 20 tatties. So it makes downloading more convenient (and more discrete)
rar files have another use... winrar is also s compressor (zip is another "brand" - that does a similar job) ... so it will make some types of file smaller while they are in the bag (again useful for downloads or storage)
the program itself is easy enough to use .... but if you only ever download files.....
just double click the file and winrar should open up the package showing the files inside.
you can either drag individual files accross to a folder ... or your mp3 player
or at the top of the winrar window is an "extract" button
click on it ... and you can extract all the files to a folder in one go.
as VHG says right click, but I would use extract to <filename>
this will extract them to a folder with the same name as the original file, if you just do extract here there's a chance you could end up with a couple of hundred files on your desktop suddenly.