a zip file is a file with multiple files compressed into one, you have to extract those files before you can use them
basically, download and save the ZIP file, then right click on it, and hit extract-all (or similar) and follow the prompts
for a small ZIP file like that, you could go to
http://wobzip.org/, upload the ZIP file, and it will unzip it for you, and you can download the individual extracted files
The zip file contains SVG files and DXF files, inkscape is designed to work with SVG files, but it also supports DXF to some extent
SVG is a common vector image format with smooth bezier curves
DXF (in this case) is a CAD/CAM format with arcs instead of bezier curves (more primitive but more compatible with CNC machines that are based on g-code)
both are vector formats,
in inkscape, you typically would open the SVG file (because it is smoother with fewer nodes), then export a DXF to use on your machine, and hopefully that inkscape DXF works ok with your CNC software,