1. Right-click on your embroidery ZIP file and select the Extract All... menu option as shown in the image below:

2. You will now be presented with a screen similar to the one below.

Press the Next button.

3. At this next screen, as shown in the figure below, enter the path where you would like the files to be extracted to. In the image below I am extracting the files in the ZIP archive to the directory d:\extracthere. If that directory does not exist, it will be created.

After you type in the location where you wish the files to be extracted to, press the Next button.

4. The files have now been extracted and you are presented with a screen similar to the one below asking if you would like to open the folder you extracted the files to.

If you want to see the extracted files, leave the checkmark in place, otherwise uncheck the box labeled Show extracted files. Then press the finish button.

Now your files are extracted into the directory you have specified and you can begin to use them.