Unless they are on a super old ass version of Windows: Zip and Unzip functionality is built directly into the OS. They would open like any other folder.
Microsoft also just announced not too long ago that native .rar file support is being added.
Depends on what was in the .zip. The default double click action for .zip files is usually to display the contents, not to unzip it, and if you try to run an executable from that display it usually won't work.
They may have also tried to load the .zip directly into another program.