How do I "Extract" the Game files from a "downloaded" game to be able to "Run it"?Do I have to Buy"winzip" ?

"Battlestations:Midway"~Game recommends "winzip 9" or above ,~software to extract the game file(5.12GB) to a directory(folder) where I can then "Run it".I dont have "winzip", & error Box says"...the compressed(zipped) folder is invalid or Corrupted. Doesn't Windows XP(home edition) have the neccesary utility to "Unzip" this game??