I think I know what your problem is. If the game is packed, check the file extension. PKzip is not the best program, and it can't handle all file types. I am quite sure that just grabbing winrar ( a shareware(freeware in reality as you don't have to register it to use it, ) if it doesn't check out what the exension on the packed archive , and visit
www.download and get a unpacker/packer that supports the archive type.
If what you got is a single file, it's very likely that you have gotten your hands on an iso image. Basicly that is a copy of the installation cd of your game, and you can't run it by itself.
What you need to do then is to get yourself a virtual drive. For that I recommend that you google daemon tools light, a free virtual drive program. Read the info on their site and in the info file that comes with the program.
However it's fairly easy to use. Install the program, right click on the icon on your bottom toolbar, choose a virtual drive and load the iso there.
From there it will work just like any other installation cd for a game. Install the game, play and have fun.