The filetyp *.rar is a type of archive and can be extracted either by JD, or a 3rd party tool (e.g. 7Zip).
Those archives may consist of various files (called parts) which usually are numbered consecutively.
Sometimes a password is required for extraction.
You usually find this password on the website that provided the download-URLs you've added to JDownloader.
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 are missing).