I think it the .rar is a compressed file. When I open it I get a .exe file, so it seems to be a game for Microsoft Windows. It could, however, be a ROM for a DOS game, as DOS games use .exe as well. Again, it is most likely a Microsoft Windows application. I posted this question in a time I was much less technically knowledgeable then I am now, so I most likely did not recognize the file type. I used to be a Mac OS X user, you see.
I've figured out how to use it. It's a .rar file (compressed archive) meaning you can't really use it on it's own. I recommend downloading 7zip, then if you right click on the .rar then you can see "View archive". After you're in the archive, click extract, then enter the regular folder variant. There will be an .exe in there somewhere, which will start the game.
And yes it's a a Windows Application. I'm pretty sure it says that lol