When you download a file with an extension like .zip, .rar, .7z, .tar.gz it means that the file is compressed to make it smaller so that it can be easily downloaded.

You will need to use a file extraction tool to extract the file such as WinRAR. It's free and can be downloaded from the link below. Once you've downloaded and installed it, just right click on the compressed file then select Extract Here from the menu.

Download WinRAR Here