unarchive it
1) Click Right Mouse Button on .rar
2) Select "Unrar" or "Extract Here"
If those instructions are unclear, do the below steps:
3) I can't believe you're not able to find it on your own in the Internet, how to deal with .rar or .zip files :) so google it: "How to use WinRar" or "How to use 7zip"
4) Follow the instructions you will find on the YouTube Videos, official sites etc.
You need to have any type of program, which can deal with .rar I recommend 7zip because it is a free programm and allows you to do all the things you could do with .rar
5) When you finally manage to extract all the files into the same location (for example, create a folder Lewd Knight, extract all files from .rar and put them in there), then you just run .exe and you can play :)