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I may not have all the answers but here's a couple...
There's 2 ways to install programs on a Windows Mobile device.
You can copy a CAB file to the device and open it from it. This acts like an installer and installs the program on the device. CAB files can usually be deleted after the program is installed. I usually copy CAB files to my card, install them and then delete them.
The second way is while having the device connected to your PC through Activesync. To install a program on your device through this method you will usually execute an installer from the desktop that will interact with Activesync and install the program. Usually the files executed from the desktop are EXE or MSI.
RAR files are compressed files, you will probaly have to de-compress it and will find either a CAB or an installer. Sometimes programs have both files so you can choose your preferred method of installation.
I think JAD and JAR files are Java machine files. You would need to download Java and install it to run these apps. Run a search here or on sprintusers.com and treocentral.com for the Java file.
Don't know what a PRC file is, but I hope everything else helps. If anyone else has more info, or I missed something please feel free to add.
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