Why would you need this? Windows by default should support opening up .zip files, if not I recommend you get 7-zip http://www.7-zip.org/download.html (any of the first 3 downloads)
Under the download link there are the files you would get on the .zip from this site. Click the executable to save it on your computer. If you want the license and readme text files, you'll have to copy them by yourself.