Your screenshot clearly shows that it's a zip file. The issue is the default program set to open the zip appears to be VLC, which is wrong.
On Windows, you're going to want to go to Start and type "default". Look for something along the lines of "Default apps" or "Program defaults", it will vary a little depending on the version of Windows that you're on. Next, look for the .zip file type and set the default to Windows Explorer.
On Windows 11, the default apps windows looks like this after searching for .zip and setting it to Windows Explorer:
