Zip Archive

Most software that you download from the Internet will arrive as a self-extracting zip file. Typically, by double-clicking on a self-extracting zip file, it will automatically extract, decompress, and store the individual files. One of these files is usually called the "setup.exe" file. Double-clicking on this file will cause the software to be installed as a selectable program in your operating system.

Reference: cesa8
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