This and other programs to decompress the files are widely available. Files generally have a .ZIP extention. WinZip is another, very popular, compresion utility for windows available from Nico Mak Computing, Inc . See tucows download page. Choose a directory in which to save the .ZIP file, perhaps a temporary directory for this purpose.
Files generally have an .EXE extention and are PC executable files.
Choose a directory in which to save the .EXE file, perhaps a temporary directory for this purpose. Use your file management program to start the .EXE file. TAR files are then often compressed using the compress or gzip commands, with the resulting files having .TAR.GZ or TAR.Z extensions. Consult the MAN files for your UNIX system for the appropriate syntax for extracting data from a TAR file. These compressed files are comparable to ZIP files on the PC platform.