A SFX (SelF-eXtracting) archive is an archive merged with an executable module, which is used to extract files from the archive when executed. Thus, no external program is necessary to extract the contents of a SFX archive, it will execute itself. Nevertheless WinRAR can work with SFX archives as with any other archives, so if you do not want to run a received SFX archive (for example, because of possible viruses), you may use WinRAR to view or extract its contents.

SFX archives usually have .exe extension just like any other executable file.

SFX archives are convenient if you want to send an archive to somebody but do not know if they have an appropriate archiver to extract files. You may also use SFX archives to distribute your own software.

For example, the WinRAR package is based on GUI RAR SFX module Default.sfx.