Once you’ve downloaded your documents, they will appear on your computer in a .zip file. On a PC, double-clicking the .zip file will open it like any other folder. You can then click on the documents within to view them. Or you can right-click on the zip file and choose extract to unzip all the documents to a location of your choice.
On a Mac, double-clicking that file will create a new, unzipped folder with the same title as the .zip file. You can open that folder to view your documents. Once that folder is created, you no longer need the .zip file, and can delete it if you want to.