Extract/unzip mean the same thing zip-wise... just unzip it to somewhere on your computer - so long as you can access it it really doesnt matter where.
Hopeful, it might help you if you created a folder called "Forum" and extracted the files to that folder. Extracting them to your C: drive will just be confusing to you. Once it's done, find the "Forum" folder and you'll see the files that were extracted.