Windows has a ZIP program built-in ... right-click the file and Extract All.  If it fails, and your file has a .zip extension, then your file is probably corrupt and you would need to download it again.
I can't find a way in Vista Home Premium, with all updates, etc., to UNZIP an audiobook file I've downloaded from Tantor Audiobooks.  There doesn't appear to be, after double-clicking as I was told by someone else who CAN make double-clicking work, a winzip file on my laptop.  After saving a *.zip file on my DESKTOP, AS DIRECTED , double-clicking to UNZIP brought an error message that there wasn't a method or file to perform this unzip.  Can someone help?  Thanks.
UNZIPPING AN AUDIOBOOK FILE IN VISTA