Yeah, you'll have to first unzip the file.
Windows should be able to do this, so unzip it first into a folder, and then check to see if you can run it. Hopefully its a EXE file, so it'll install automatically.
If this isn't the case and because it probably connects with USB, connect the camera up. Windows should detect it and then ask for drivers.
Click to 'Install from a specific Location' and search for the folder using Browse.
You should then be able to click on the file within the folder (should be an .inf file, if its not exe) and then it should install it for you
Then restart and it should be done!
Hope this helps