Hi Wille!
To open a .rar file you need a program like 7-zip, win-rar or winzip.
I would recommend 7-zip since it is a free open source program.
Once you have installed one of the above: you can right click on the game file and you should see an option to "extract here" or "extract to folder". Select one of those.
Now you should have a new folder with the unpacked game. Open the folder and press the exe inside.
If you encounter any more issues with launching the game, send us a message! :)
Hope you enjoy Outpost Glacier! We are still in very early alpha, and would appreciate any feedback you feel like sharing.