On a RDP/RDA you usually have no admin rights (unless you're close to the admin). So that means you cannot install applications (except for 'portable apps).

Furthermore, most RDP providers try to put as many customers on one server as possible (upto 16) so when there are a lot of users at the same time your download/upload and UNRAR/RAR might get very slow.

To circumvent these two limitations, you can look for a Windows VPS, which is often more expensive but gives you dedicated resources.