WINRAR is used to either zip or unzip files (compress / uncompress).
I take it your referring to Fallout the game? If it's an original game on a CD it should have its own built in installer. If it's a copy or a download then we cannot help you on the forum in regards to illegal copies of games.
However to use WINRAR, just simply double click the file you want to work with and this should automatically open WINRAR, from here click on extract to: (choose your location) and the click ok. This will then extract all the files to the location you selected and you can work with the from there.
Have a look Here
for more information regarding WINRAR
PS. You can download WINRAR from Here
if you dont have it already.
(Edit: added link)
Edited by Emu1616, 15 September 2008 - 10:14 AM.
~ E-Mu ~
"Emu, You Moo, We All Moo for Emu!" <-- Thanks to Animal
"If at first you don't succeed; call it version 1.0"