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JAR is Java Archive
WAR is an Web Aapplication archive
EAR is an Enterprise Aapplication archive

all 3 formats are zip files.. rename thm to .zip and you will be able to open them.

 in the J2ee world they are used accordingly.:
.jar files usually will java class files and maybe some config files.. acts like a include library.. files referenceable by your app if the file is in the classpath..
.war files usually contains a web application ..i.e a servlet with jsp files, classes and stuff..
.ear files usually includes enterprise stuff, beans etc.