vv221: No Linux game on GOG is provided as a RAR archive. On the other hand, some Windows games are provided as custom InnoSetup installers relying on RAR compression.
If you give more details, including the title of the game and the name of the file you are trying to open, maybe we can help you with it.
novumZ didn't say it's a game, so it could be a bonus content, such as a wallpaper pack, or a file totally unrelated to GOG's products (the title doesn't explicitly say it's a thread for GOG's products specifically).
novumZ: I'm on linux laptop, I've downloaded a file but it's winrar.
How do I unzip it?
I've tried but it says parsing filter is unsupported?
Personally, I like to use either unar and unrar, with unar being specially good for files encoded in shift-JIS (an encoding common in Japan).
If you're using unar, from the command terminal use the following commands, changing the path and file name and keeping the quotation marks:
cd "/path/to/compressed/archive/"
unar "archive-name.rar"
If you're using unrar instead, use the following commands instead:
cd "/path/to/compressed/archive/"
unrar x "archive-name.rar"
Also, you can get a list of common command options for both tools using the following commands in the terminal:
For unar:
unar --help
For unrar:
unrar