You download a folder of photos, but it arrives as one file ending in .zip. That is an archive: a package containing one or more files, sometimes compressed to make it easier to store or send. You usually need to extract it before you can work with its contents.
Find The Downloaded Archive
Open your Downloads folder and look for the file whose name ends in .zip. If you cannot spot it, sort the folder by date so the most recent downloads appear together. Check the file name before opening it, especially if you downloaded several items at once.
Extract It On Your Computer
On Windows, right-click the ZIP file and choose Extract All, then select where you want the extracted folder to go and choose Extract. On a Mac, double-click the ZIP file; macOS will usually create a regular folder beside it. If the archive is saved somewhere other than Downloads, the extracted folder will generally appear in that same location.
Check The Extracted Contents
Open the new folder and confirm that the files you expected are there. The original ZIP can stay where it is until you are sure you no longer need the packaged copy. If extraction fails or the archive asks for a password you were not given, check with the person or site that provided it rather than downloading an unfamiliar extraction app.