.rar file is basically the same as a
.zip compressed folder. It doesn't run the game, it probably extracts the game or an installer for the game.
You will need to read up on the exact procedures for installing the game, but to extract the
.rar you can do the following:
sudo apt-get install unrar
unrar e file.rar
/path/to/rar/file/ with the path to the folder that the
.rar exists in. Then, replace
file.rar with the actual filename. This will extract the
.rar file's contents.
However, as I have said, you will need to look at the
README for the specific program, or its
INSTALL guide to know how to either run or install the game, after the files in the
.rar are extracted.