I clicked on one file at a time, when the installer needs the next file it will ask you the path or where to find it. I put all the files on the desktop then move the install window so I can see the files on the side. Then install one at a time. Just another way.
You have to unpack the rar files, they are a compressed container for the files needed for installation. Unpack them with a utility and place all the unpacked folders in a single folder, then initiate the installation by activating the exe file.