When you extract a file, it's like pulling the contents out of its box. But alright here's a quick runthrough:
Open the downloaded file with whatever program you're using ( let's presume it's Winrar).
Once you've opened the file you'll see the folder or content the game is in.
If it's just a folder, then click and drag that folder to where you want it on your computer.
If it's the actual game's contents then you'll want to create a new folder somewhere and rename it. Then click on the first file, hold shift, and click the last file to select all of the file's contents, again drag all of them into the new folder you made and Viola! You successfully extracted your file.