Use Winzip for zip files and whatever chess software you use for pgn, which is the standard format for all chess software. Once you have downloaded a pgn file you have to import it to your chess software. For example, if you use Fritz, click FILE-OPEN-DATABASE (or press F12), then in the database screen click FILE-OPEN-DATABASE (or press CTRL and 'O') together and, finally, select the database from the location you downloaded it to. Open the file. Then go back to the main Fritz window and you will see that the game or database of games you have opened is now on the screen for your analysing pleasure!