I'd like something that I can use to combine 4 or 5 small files into a self extracting .exe file which extracts the contents somewhere, and then automatically runs an installer file from that ...

These free apps will help you open or extract RAR files on Windows 11/10. They are available to download & use for free from the Microsoft Store.

Specifically, Datamam helps businesses extract, organize, and analyze worldwide data. Its custom-developed software solutions deliver time-sensitive data with high quality and speed.

If you want to extract attachments from PDF such as audio, video, etc., then these free PDF extractor software and online services will help.