1. mIRC is not a download or file-sharing program (as stated above). It is a CHAT client. mIRC is used to connect to NETWORKS, where other users may be found. There are thousands of networks - it is therefore incorrect to think of mIRC as "a site" - it isn't one. This website is the help/support and information site for mIRC, but that's as close as it gets.
2. Coincidentally, mIRC the CHAT program has what even its author admits is a relatively unsophisticated (and slow) system of transferring files. It was never designed to handle large numbers of file transfers, or very large files.
3. RAR is a compression format. Unlike WinZip, it uses "solid" compression, and usually results in a smaller compressed file. You will probably need to download a separate utility to open/decompress RAR files.
4. Windows Media player won't recognise RAR because RAR is not a media format.
5. Using mIRC to try to download music is an excellent way of becoming a victim of viruses and 'trojan horse' programs that allow others to control your computer.