Here is how to import .zip files into a media player, the most popular of which is iTunes:
Double click / open up the zip files. This will contain a folder of mp3 audio files.
If there is an .m3u file among them, that's the playlist, which you can drag into the media player / iTunes, or double click.
If there's not an .m3u file, then create a 'playlist' in itunes named to match the name of the product you've purchased.
Drag and drop the mp3 files into the playlist, in the order they ought appear.
Files ought be named in such a way as lists in numerical, proper order.
Sync your mobile device, or iPod, or other music player with iTunes, and you'll be ready to listen wherever you go, offline or online.