yes, you only need to click 1 file to extract it, usually the .rar file, or the .r01 file depending on how it's been packed. In my experience, even if one of the files are corrupt, winrar should still go through the motions of unpacking it giving you the appropriate error messages.
Of course, if you are talking about a file that you dloaded off a public bittorrent site, or limewire or such, there's always the possibility thats its a fake...

either files full of 1's and zeros, or an empty file thats been given the attributes of a much larger 700MB or whatever size file.
Thats the risk you take if you want to use sites/programs like that. It could be worse, it couldve been a virus.
Other programs you could try are ALZip, 7-zip, or even boot into linux and try unrar, or ark.
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