That's not a .zip file, that's an .exe file. (i.e. a self-extracting .zip file that doesn't need unzip to extract). Won't work by default in ChromeOS or MacOS either.

Either:
(a) get someone to send you the files in a non-retarded format (regular .zip) or...
(b) I think you can use the built-in unzip utility to extract the file if you run it in Terminal and point it to the file's actual path

Open up a terminal window.
Type "chdir /home/dkv/Downloads " to change to the file's location.
Type "unzip mw9791enu.exe ".

No quote marks on either entry!