After opening the zip file either with the native windows unzipper or any other software that recognizes zip-files, such as WinZip, you cannot extract the files to your destination folder.

A security warning like the message below appears:

To resolve this problem, right-click on the zip-file and select 'Properties' from the context menu.

The following window opens:

After clicking the 'Unblock' button the lower part of the window will now look as follows and you will now be able to copy the files from the zip-file.