What are .EXE and .ZIPPED files? Simply stated, an .EXE file is a program that Windows can execute. A .ZIP file is a compressed file containing several other files. Windows XP provides a utility to uncompress zipped files. Older operating systems cannot automatically install directly from a .ZIP file unless a commonly available program like PKZip or WinZip is installed. Downloading and Unzipping Click on the name of the file you want to download. Select OPEN when prompted. This will launch the WinZip self-extractor utility.     The extractor will download the exe file into a temporary folder.     Select a location to Unzip the file to. One recommended approach is to always save files to your Desktop. Click Browse and select the folder you want to "unzip to folder".     Click UNZIP. Click ok on the success message and close out of the extractor utility.     Go to the location that you selected and you will find the unzipped file.