RAR is an archive file format; RAR files compress and store other files. That is, they have other files "zipped" inside of them. This is often used to turn multiple large files into one small RAR file that is easier to e-mail. But this also means that if there is a file such as an MP4 video file that is locked inside an RAR archive, you need a program to "unzip" the RAR file and convert it back to the MP4, which you can open with a video player.
Download an archive program that can handle RAR files, such as WinRAR (see Resources, below). Click on the download link, and then click "Save file" in the window that comes up.
Double-click on the installation file once it downloads. It should be on your desktop or in "My Downloads" or a similar folder, depending on your settings.
Go through the installation screens, clicking "Next" after each screen until the program installs.
Double-click on your RAR file after the program is installed. A window should come up asking if you want to use your archive program to open the RAR file. Click "OK." A new window should appear, showing your MP4 file.
Click on the MP4 file and drag it to where you want to use it, such as your desktop or another folder. You should now be able to use the MP4 file.
An RAR file is just an archive. If it doesn't have an MP4 file inside it, there is no way to convert RAR to MP4, since an MP4 is a video.