Can you send me us a screenshot of what you see?
A ZIP file can be extracted in File Explorer:
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Click on a ZIP file (the symbol won't be the same). You should be able to double-click it to open it, but if not right-click and select Open.
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This is what is inside this ZIP file of mine. It is a compressed format so you won't see any photo previews. On the ribbon (the menu at the top), you'll find Compressed Folder Tools, and inside of it, you can click Extract All and this will open a box.
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By default, it will create a new folder with the same name as the ZIP file, but you can select any folder you want for the photos to go to.