Do you really mean that you want to open the file, or rather that you wish to link it with your code?
Dev-C++ by default is installed with the MinGW/GCC compiler. If the archive is not specifically built to work with MinGW (for example it may be a Cygwin or Linux archive), you will not be able to link it to MinGW generated code.
If the archive is a MinGW/GCC compatible library, then you simply link it to your code. In Dev-C++ you need to add the archive to the project linker options, either by adding the full path to the archive (there's a button for that in the project options), or by placing the archive in a path defined by a -L<path>
option, and then adding a -l<archive>
option. Note that id the archive is called libXXX.a, then the -l<archive>
option will be `-lXXX'; the "lib" prefix and ".a" extension are implicit.
If you simply want to inspect an archive to determine what external symbols it provides, then the nm utility can be used for that. If you want to extract the individual object files, then use the ar, though I cannot think of a good reason why you'd want to do either.