I'm not sure what the link was that Erasmus sent you to (I see it was a Microsoft site, however), so I don't know about that aspect of it.
However, yes, the file is a compressed file in Rar format. So you will need a program that is capable of opening that.
Myself, I use Win-Rar. But I believe a number of them (the compressions programs) are capable of opening it, as Erasmus pointed out by sending you to 7-Zip.
I hope this helps a little bit.