You're likely missing a program to unpack the files from their containers.
I'd suggest winrar, from
www.rarlabs.com, which can handle most types of compressed files well.
Everyone has their own favourite, though, so waiting a bit might land you more suggestions.
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Involved in:
Pax Malazica, bringing the Malazan Empire to Dominions 3.
Fate/Sprite Works, a mod including my left-over practice sprites as summonable units.