That's very odd! When you locate the downloaded zip file and right click it and select "Extract all", is there an error message of some kind? I'm curious about what point it's failing at.
I'm not sure what to do about that! Windows has the ability to unzip a file built-in, but if that's not working you could try using WinRAR. Sort the Court contains multiple files, so the only way I can easily distribute the download version is using a zip.