Files with a .rar extension are an archive file format and as such one does not really "install" such a file. If you do not want to copy the .rar archive to the Guest OSes Filesystem and just want the contents of the .rar archive to be copied to the Guest OSes Filesystem then exact its contents to the Host's Filesystem and copy the exacted contents to the Guest OSes Filesystem. You can do this in any of the ways one would normally do it between two physical machines and additionally through a VMware Shared Folder.
