After you purchase the game, it sends you to its page where you can download it by clicking on the download butten, then it should download the game. IF you did buy the game and not just skip it to download, you can find the game to download it at "My libarary" at your profile.
After that you just have to extract the content of it, likely in a folder of its own, and then play it.
If you getting a incomplete one when extracting the rar file, its either because of a antivirus that is blocking it by mistake, or you doing something wrong. Might have to whitelist the file you trying to download or extract to make it work.