WinZip is usually in your operating system already.

If you have a downloaded zip file already, right click on it and look at the menu that pops up. There should be an option to "Extract" in the list. It will work the zip folder and produce a "normal folder" for you.

A zip file looks like a folder. It is. It's a file or folder that has been compressed to be smaller and therefore quicker to send and recieve on the internet. You have to un-compress it to use it. And that's called "un-zipping" and "extracting". Utilities like WinZip do that for you.