You need to run legouniverse.exe, and if the .zip archive is corrupt you need to re-try the direct download with a different browser or use a torrent client (it’s more stable that way, with big files).

P.S. Make a separate topic for your issue.

@Gribgrab Go to a subforum like Help and Support, and you will find «Create New Topic in ‘Help and Support'» below the list of current topics.