Hi,
I don't quite understand your question.
Anyone can download a .ZIP file without having WINZIP or any other .ZIP file extractor installed on their computer. In fact one can download just about any type of file without having the specific software needed to work with that file. Point is; no message like that you described should occur in the download process.
It's when one attempts to extract an already downloaded .ZIP file, but has no .ZIP file extracting software installed on their computer when a message like that the one you described might occur. Is that when you are getting the message?
Gonk is correct, Windows should be able to handle the .ZIP files, but I have seen a number of cases where the Windows function for this doesn't always work for some reason or another.
Just in case; If you have already downloaded the .ZIP file, then try right clicking on it once. When the context menu pops up look for options like "Extract Files", "Extract Here", etc. If you see no "Extract" options in the context menu then you likely, (for some odd reason) don't have anything installed to unzip these files and will need to get and install a program that will.
If you do a Goggle search for "Freeware zip file extractor" there are a number of these types of programs available to download for free. I can't really recommend one of the Freeware programs, since I have never used any, but maybe someone else can.
--- Mike