For a tutorial, check out:
http://eee.uci.edu/help/zip/how-to/
or watch this video
http://www.youtube.com/watch?v=e5gRPNOW9AY
Zip files are simply compressed arhives allowing us to send you multiple files in one compressed file. Most systems (PC & MAC) already have the built in capibility of recognizing them.
If you have an older computer and get an error message when trying to access zip files, you may need to download Winzip: www.winzip.com