If you ever download a game you find sometimes not a exe file but an ISO file.
First, you need the program called "Daemon Tools." This is a very simple tool to open ISO files like you put CD or DVD in a DVD rom and open it by just going the drive.
Go to the website Daemon and download the program and install it.
Right click the program icon in your taskbar and click mount image. Then, select the drive and open the ISO file. Now you can open the file by going the drive in which you mounted to.
Now, to open RAR files, you need the software called Winrar.
Go to the website Rarlab and download the program and install it.
Now you can open any Winrar file by double clicking it. Also, you can extract files with the help of this program.