Hi, WinRAR does not exist on GNU/Linux, because as it is suggested in the name, it is a MS Windows program. There is a command line version available for linux shell: "rar". More precisely, there are "rar" and "unrar" utilities. An embedded "unrar" is already available for the native Slitaz shell, provided by busybox but is not the complete one. You can install the "real" rar/unrar utility with the package manager, Tazpkg.
The graphic wrapper that will use rar and other compression utilities is named XArchive and should be already installed in Slitaz. If not, please use Tazpkg again to get and install it.
If you absolutely want to use the WinRAR program, you should consider to install and to use it through Wine (that you have to install w/ Tazpkg as previously written).