Once you unzip the files, which are CDP files, you need to import them into Trainz using Content Manager.
In Content Manager, click on the File Menu, and then click on Import CDPs...
You'll then need to browse to where they're located and then select them. The process is pretty straight forward.
I also suggest installing 7Zip which will open up RAR files in case you ever run across those. RARs are similar to ZIP files and once the data is extracted, you'll still need to import the parts in using CM.
John