Make sure ALL the files are completly downloaded in uTorrent, right click the torrent and selext 'open containing folder' (or navigate to your defult uTorrent download directory through Windows Explorer).Right click the torrent and select either 'Extract files...' or 'Extract here' (if you selected 'Extract files...', select a directory to save them to).If the files(s) dont appear, try opening any of the files with a .rar extension and dragging the file(s) out onto your desktop or a directory. If this dosnt work then chances are your archive is corupted and you may need to re-download it.
Hope this helps