So I got this running on my deck. My understanding is you can't open zip files from your deck. There isn't a way for it to unzip or extract.
What I do is unzip the file on my pc and then use a program called Warpinator. I believe there is a apple version for Mac users too. You should be able to use that, transfer the unzipped file, then put the file in a spot you can easily access on your deck.
You can also add it as a non-steam game. I used the .exe file (this is on the WIN version of the game) and run it on Proton Experiential.