Are you sure you got the right client? If you wanted to play on the mainland server,
the .exe is the patch, and the .rar is the actual client (over 800mb). You do not need to install it the .rar, just unzip it somewhere and then put the .exe into the same folder. Double-click it and click the bottom left button and it will patch. After it's done, click the minilauncher to run. It MAY give you an error, but keep trying and it will succeed.
Give thanks if it helped