Shift + right click on the file and choose "Open With" and then choose "Other Program" or "Choose Default Program" or whatever the relevant option is. Then if you can't see Winzip, Winrar or Compressed Folder or another zip program click "Browse" and browse to wherever you have your zip program installed.

If you don't have a zip program installed or can't find it, go to WinRAR archiver, a powerful tool to process RAR and ZIP files, download the latest version of WinRAR for your version of Windows and install it. At the end of the installation it will automatically try to associate with zip and rar files. Then you should be able to extract it like a regular achive.