If they have the ending .MPG , then they are true music files.
If they have the ending .ZIP , then they are still compressed in a Forumat that is widely known as .ZIP = "zipped". I don't know where this name comes from. The original program inventing this format was "PKZIP".
If the ending is still .ZIP , then it needs to be de-compressed, and that means it must be put out of that ".ZIP - Package" into an "output directory".