You cannot open a RAR file with built-in Windows tools like you can with a ZIP file. You will need third-party software:
rar - ArchWiki
A popular, free, open-source alternative that can extract RAR content.
The official tool for creating and managing RAR files.
Often includes a "recovery record" to fix the file if it gets slightly corrupted during download.
If the file is much smaller than expected (e.g., a "game" that is only 100KB), it may be a fake or malicious file.