RAR Files, please explain.... : World of Warcraft General Discussions

I'm new at the whole macro/coding/C++ stuff so you'll have to bare with me. First off ive never had any luck with .rar files and i need to know how to properly use them and install/run them onto my computer. I have winrar but i believe that i am failing to use it properly. Someone please explain what i need to do to properly use .rar files. Thanks.

http://www.rarlab.com/ its like winzip but better.