If WinRAR was told not to change Windows file associations (the .rar etc) a left click won't do anything except bring up the 'what do I do with this file' Windows dialog. Start at #1 >>>>
If WinRAR does open when you click then you are halfway home - please skip to #2 below >>>>
1.
Open WinRAR and open an Explorer window with your RAR files within.
Drag and drop the file onto WinRAR.
2.
Click the Extract All button (lower right) save the file (by default the same directory as the original rar file) by clicking OK in the popup dialog and in a few seconds you should have your extracted and ready to play file.
Good Luck!