They are compressed files using a utility like Winzip or Winrar.
To decompress them, simply get a utility like Winzip, Winrar, 7-Zip which also decompresses the file after compressing them.
http://www.winzip.com/
Once installing them, you can decompress the file using these steps.
Locate the file.
Right click the file > Select "Extract here"
or to decompress multiple files
Locate the files (must be in same directory)
Highlight all the files to be decompressed
Right click any of the files
Select "Extract here"
Input password if needed.