The filetyp *.rar is a RAR-Archive and can be extracted either by JD, or a 3rd party tool (e.g. 7Zip Download )
Those archives may contain of various files (called parts) which usually are numbered consecutively. Many of the available archives need a password to be extracted.
You usually find this password on the site where you downloaded the files from.
JD is able to extract all RAR types. This feature is enabled automaticly. If JD does not extract them, the archive might be incomplete, or the password is missing.
Get the password, rightclick on the link in JD [Extras]->[Extract files]. If this option is grayed out, the archive has not downloaded completly (some parts ar missing).