If you find caps in .zip format, I assume all the files have been packaged into an actual zip folder, right? When downloaded, the icon looks like a yellow folder with a zipper on it. In that case, download the file to your computer, and then there are a couple of ways to access the files. No matter what method you use, you need to get all the caps out of the zip folder in order to open them in editing programs.
Option #1: When you right-click the folder you downloaded, there should be an option saying "Extract All...". If you click that, it should open another window where you select the destination that you want the files saved to, and you can click Next. It will then extract them, and you should be able to find them in a normal folder, located wherever you chose it to be.
Option #2: Double click the zip folder so you're looking at the files within it, then manually mark them or click Ctrl+A. That will do it for you automatically. Then right-click on any of the files, and click Copy or Cut. Doesn't really matter which one. Then go back and find the place where you want the files located (if it's a certain folder, make sure you have it open), right-click just about anywhere in the window, and click Paste. Now all the files you copied or cut should be pasted in, and become accessible. After you're done, you can delete the zip folder itself.
I personally prefer the second option, but just do whatever sounds the easiest to you.
I hope it made sense, and that it was what you actually meant. Otherwise, feel free to ask.
