You need to have a program like winrar that unzips files. Once you have it installed, simply right click the .zip file and select "extract here". The game folder should be produced. Just click game.exe to start playing. Hope that helps.
Sorry I haven't used PC's for anything other than work (which are locked down) in over 15 years. When I right click the file there is no extract here option, it wants me to specify where to extract it to.
You can extract it anywhere that you want the game’s folder to be. You can leave it on your downloads folder (which should be default). You can always move the folder after you extract it.