what is extract all on my computer
You obviously downloaded an archive of some sort. Right click on the file and select Extract All. That will take all of the files and copy it to a folder of your choosing. It will not delete anything but rather just add them to your file system.
This section describes the Extract window that is used by WinZip in Windows XP. If you need help using WinZip's Unzip or Extract window in Windows Vista or later, please click here. There are other ways to extract files from an archive: Using the drag and drop interface.