It would depend on which type you downloaded as which filetype it would be. The majority of the downloads from the
download page are "zip" files however the Linux and Mac ones are "gz" files, which is another type of zip.
The weird part here is that the icon is an orange cone with white stripes. That suggests that you have VLC installed and you've at some point told it that it should consider the zip to be its. You'll need to disassociate the zip file from VLC. That process will be different depending on your system.
Although, you should be able to load the actual extraction software directly and open up the file from there...
