Step 1: Make sure you have what is recommended to extract the files usually on the download page people will tell you if you need winRAR, Winzip, or 7-Zip. WinRAR & Winzip can open zip's and rar's but 7z files you will need 7-Zip for. For this tutorial I am using 7-Zip.
Download all the files.
After you have download the multiple zip files move them to a folder unless you downloaded them to a specific folder already. As you can seen I moved them to a new folder and named it after the Website.
Now go the the file that is marked as the first one and right click on it. It will bring up the little menu. Go over to where it says 7-Zip and click.
Go to Extract here and let it do it's thing.
You should now have a file in the folder where all the items were unzipped to.
Hope this helps!
Website Used: http://blog.naver.com/bluetohazel/20067828026