Working with zip files on a windows machine:
1- Download the zip file to your local computer. Be sure to select a location that you can find such as your Desktop of Pictures folder
2- After downloading the file, you will need to EXTRACT them. You can do this with a right click on the downloaded zip file -or- if you open the zip file, look for a button at the top bar of the window that says EXTRACT
3- After extracting the file into a regular directory, you may delete the zip file of save it as a backup copy. You can extract the zip file as often as you like.
*** If you are on a MAC, just download the file and open it. The file will automatically unzip itself into a regular directory. Everything is easier on a MAC :-)