You can do all this any way you like, File Manager or the DOS Shell will do just fine, but for this next bit you need a plain DOS prompt. You have successfully downloaded and unzipped your first program. It can be even simpler with a point and click zip program like NFNF or Winzip. Because by having often-used utility programs in your path you can access them at any time in any place. Frankly, that's rubbish.
Command lines are really, really easy.
If you've never used it before, it's simple. There are lots of options and fancy tricks, but that's the essential bit. You will need this ready-to run program to unzip the rest of the package below. It actually becomes part of the desktop, and you zip or unzip just by right-clicking on the file or folder you are interested in. Desktop Wizard has quite a few other functions too, but you can find these out for yourself.