Unzip it, open the folder, right click the .x86_64 file, click properties. This brings up a window, in this window click permissions, and make sure allow executing as a program is checked, exit that window and then double click the file to run it
either go to your distro's package manager and search for it there or install it from terminal. I believe the command differs a bit depending on distro but for most distros sudo apt install steam should work
