Make sure you have saved the downloaded wpreviewsite.zip file, into a suitable folder on your computer.
You can see the contents of the file. Now you need to move your mouse pointer to the "Extract all files" comand (1), and click on it.
I recomend that you accept the default folder, which will be next to your saved wpreviewsite.zip file. Once you are happy with this location, click on the "Extract" button (1).
It is time to decide whether you want to upload your plugin and themes manually, or through WordPress. I recomend that you become familiar with both proceedures.