How does one restore their MySQL database from a tar.gz in Windows?

Thanks in part to all the help I received on this forum I'm up and
running with my web adventure developed in Windows XP. I've had this
fear creeping in with "what would I do if I had to restore the entire
database"?

I've got phpAdmin loaded upon my server and can access it except I
get
this error message:

" The mbstring PHP extension was not found and you seem to be using a
multibyte charset. Without the mbstring extension phpMyAdmin is
unable
to split strings correctly and it may result in unexpected results.
Your PHP MySQL library version 4.1.22 differs from your MySQL server
version 5.0.45. This may cause unpredictable behavior. "

As I use a Windows XP machine I expect I'll be extracting this tar.gz
file somewhere and then running some type of routine to restore the
database. In Windows I use MySQL Administrator if I have to backup or
restore a database.

Can anyone explain the 'big picture' to me or point me where I can
learn this?
Thank you,
Kathleen

Winrar can handle those and I know several other can too.