Zip files are "bundles" -- a bunch of files that have been bundled together (zipped together) for easier storage and faster downloading.
To open a zip file, you need a special utility (program) -- they don't just open on their own. Problem is, a lot of zip file programs are CONFUSING! But there is one program that is really, REALLY easy to use: JustZipIt. Even better, it's FREE and it's really fast. All you have to do is download the program and it AUTOMATICALLY opens all your zip files for you.
If you have OS X, you already have built-in capability to handle zip files. Just double-click on the file, and it will automatically unzip. Or, if you want to have more control, right-click on the file, and choose "Stuffit Expander."
If you like more bells and whistles in a zip utility, and you feel like spending money, you can download another Mac zip utility called BetterZip. It costs US$19, and has a lot of features and is easy to use.