Click start, find 'my computer' in the list on the right. Highlight it, then right click it, then click properties in that list. A new dialog opens - in that click the hardware tab. You will find device manager listed first in that list.

No, moving it to the desktop is not unziping it. You need to run winzip (or something like it) to unzip the file. To check, highlight the file you moved and right click it. In the list that comes up click properties. At the top if it shows type of file as WinZip File, you will need to unzip it.

If you have Winzip installed, dbl click the file on your desktop - that will start the unzip process, tell it to extract file to your desktop.