You'll need to have a PDF viewer. Most of the time that means going to Adobe's Website and downloading it. If you're on mobile that means downloading an app that will work with your operating system.
In Windows XP or newer, Mac OS X, and Ubuntu Linux, you can double-click the ZIP file and it will open in a new window. You can then copy the contents to another folder. OS X will create a new folder next to the ZIP file when you double-click it, but may not open it automatically.