An unzipper is built into Windows. All you should have to do is "double click" the ZIP file and it'll open as a new window, showing the contents.
I don't mean to be rude, Malerne, and please don't be offended by my saying this, but perhaps you might benefit from getting an introductory book on using a PC - a lot of the questions you're asking are to do with using Windows rather than to do with the Reader or Connect specifically. You'll find a lot of excellent books in any computer store.
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