Thanks for your effort! Yeah the prompt is not a friendly thing for those who are new to it ...
If you unzip everything in the windows folder, that's fine, though I'd delete it afterwards if I were you, just to not make an aesthetic mess, but that's just me :)
What you want to type next is:
galimulator-windows-64bit.exe
Or I think, just type "galimulator" and hit the TAB button, and it should auto-complete.