It's pretty easy actually. Open the file with Winrar and don't worry when it's complaining about an unexpected end of archive file. Just start the extraction and in the extract dialog box select the option Keep broken files. Winrar will extract the broken file, but won't delete it from the disk, so you can view its contents.
If it's a movie file then you can use VLC player to watch it. It is able to play unfinished files.