I have downloaded a VPN configuration file in .rar format but i can't extract it in my SD card. I tried Andro Zip and WinRar app for this purpose but still I can't do it. It only opens the files and not extracting it.
There is an official .rar extractor https://play.google.com/store/apps/details?id=com.rarlab.rar which is produced by the inventor of RAR.
And it's also the only(?) legitimate one to make RAR archives.
P.S. I'm not sure whether your 'WinRAR' is this 'RAR for Android'. If yes, try to get the latest version from Google Play.
Use ES File Explorer This app will solve your problem.
Just Select the file and Destination and its done.
It has also the feature of ROOT Browsing.