if I'm not mistaken, the zipped file has an exe in it. I haven't had KM for a while now due to my computer being a dummy LOL. but I would first unzip it to the directory you've saved the zipped file, and if it doesn't contain a exe, then copy and paste the Data, Scripts, SFX (if applicable) to your root BC folder
, which would look something like C:\\Program Files\Activision\Bridge Commander. Hope this helps