When you finish downloading the Wild Shape zip file, click on the zip file and you will see an option to extract all at the top. Click the extract all option
A window will appear asking where to put the Wild Shape extract files. You can click browse to choice where to place the files. Check show extracted files when complete then click extract.
Once extracting is finished the Wild Shape folder will appear. Click on the Wild Shape folder and you will see Wild Shape.exe file. Click on Wild Shape.exe file to open the game.
Hope this helps clarify things.