Compressing the file squashes it making it smaller and thereby allowing it to be downloaded faster. Here are some tips to help you download faster and install the software. To download faster, try downloading during off-hours such as late at night or very early in the morning.
Many files have the .exe extension.
With these files you only need to run the program to start the installation process. To unzip, you may need a utility like pkunzip or Winzip. Zipped files have the .zip extension. For example, you may need to run setup.exe or install.exe to install the software. Macintosh files may have the .sea extension.