Recent versions of Windows have an inbuilt ability to handle file compression (commonly known as Zipping). You can compress one or more files by right-clicking its icon and choosing Send To, Compressed Folder. Equally, you can extract a .zip file archive with just a right-click.
However, Windows can't handle all of the well-known compression formats so the extraction facility sometimes fails. For example, if you download a file in .GZ format and attempt to decompress it from Windows, even Windows 10, it won't work.
For such tasks, I use a well-known compression tool called 7Zip, which was last updated just a few days ago. You'll find it at http://www.7-zip.org/ and the first 2 links on that page will lead you to the installers for 32- and 64-bit Windows versions. Each is only around 1 MB to download. The files are both malware-free according to VirusTotal and Web of Trust.
Once installed, you can now right-click on any compressed file and choose the 7Zip option to extract it. 7Zip is free to use.
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