If you have verified the file is safe and intended to download it, you can access its contents using these standard Windows methods: How to make a ZIP Files in Windows
Before opening or extracting the file, you should:
ZIP files can be used by malicious actors to hide harmful software like spyware or stealers (e.g., Lumma Stealer), often disguised as a "game demo" to trick users into running them.
Upload the file to VirusTotal to have it analyzed by over 70 different antivirus engines.