I have a theory as to why this didn't work.
Which ship was it you downloaded? Please provide a link.
I'm guessing that the reason it didn't all get extracted from the zip is because it is either saved in WinRar or WinAce. Both of which cannot be extracted by just using WinZip.
If it is just a stanndard zip file though, my guess is that either WinZip on your PC isn't configured or that it was simply a bad download.
As I said, none of this can be verified without a link to the ship you downloaded so please do.
(PS: WinRar is free and will allow you to open RAR and ZIP formats. WinAce opens practcally every compression format on the internet, has better compression rates but is not free)