Use WinRAR or 7-Zip to extract the files. Right-click the .rar file and select "Extract to Red Dead Redemption".
Sites like SteamRIP offer the game as a pre-installed archive. Users on Reddit suggest using an ad-blocker like uBlock Origin before browsing these sites to avoid malicious pop-ups. Download Red Dead Redemption rar
Depending on the version you are looking for (Official PC Port vs. Emulated Console Version), the process varies: Use WinRAR or 7-Zip to extract the files