Once you receive your .zip file, you need to move it to another location from your downloads folder. Usually Documents or Program File is fine. When you've moved it, right-click the file and select <Extract All...>. Typically, this brings up a dialog that asks where you want the new folder to go, and the default is in the same location as your .zip file. When you've done this, simply open up your newly extracted folder, and run the Asagao Academy application.
If you're still having issues with your .zip file, try downloading WinRAR or 7Zip. These programs are designed to extract from various types of file, including .zip and .rar files. Just follow an online tutorial for extracting files with one of these programs, and you should be well on your way.