WinRar is a very handy utility for accessing files stored in the popular compressed Rar format. Rar is a compression protocol that takes large files compresses’ them by storing duplicated data in the file more efficiently thereby taking up less room. Very similar in many ways to the popular Zip format. Rar files are not handled natively by Windows whereas Zip files are. Hence a program like Winrar is necessary to access and manage rar’d files. There are several rar utilities available, but in my opinion, Winrar is the best of them.
It’s a program (non-free) which combines files into one container file. Usually also “compressing” them to take up less space overall – actually what it does is check if there are redundant parts in those files and then rather than save all redundancies it just takes note of where they happen. The default container format in WinRAR is a RAR file, though it could also make others like ZIP instead.
You can then use the same program to extract the contained files back to their original state.
Alternatives to this include WinZip, 7Zip-FM, etc. Some allow for other container formats, some the same. Some container formats aren’t as good as RAR, some are similar or better (e.g. 7Z). Some programs work faster and/or have other features. Most can at least open and/or extract from nearly all types of container files, including RAR files. Though due to the licensing making RAR files is less common, with WinRAR being one of the few programs which can do so.