If you can tell me where you received this file (e.g., an email attachment, a download link) or what its supposed purpose is, I can give you more specific advice on how to verify its safety. [SOLVED] RAR with EXE - efa-project.org
If this is a file you are evaluating for security, it is best to treat it with caution.
RAR archives containing executables are common, but they are often scrutinised by security systems (like efa-project.org discussions suggest) because of the risk of malware.
Using tools like UnRAR to extract or test archives allows you to verify the contents without immediately running the executable.
If this file was unexpected, it is highly recommended to scan it with reputable antivirus software before extraction.