itch.io

a zip file is a compressed file. Think of it like a box. You can't do anything with it unless you take it out of the box. If you downloaded the windows version then right click the file and ask to extract the files.

I think the android version is just an apk file,it should not be extracted but installed. In that case your phone might ask you to change some security settings before you can install it. That's completely normal for anything not downloaded from the play store.