Hey Jason, welcome to the forums!
Which files are you talking about? The download for Supremacy?
The Supremacy files are "zipped" - basically, they've been compressed into an archive to make them smaller so it is easier, faster, and uses less bandwidth to download them. However, this also means you need a program that can unzip the files after the download before you can use the files.
The most common program to do this is a program called Winzip, which you can download a free trial of from
Here. (It says on the webpage to enter your email address, but you DON'T need to do this - just click the Yellow Download Evaluation button in step three). Run the program and let it install.
Winzip isn't the only program that lets you unzip stuff though - you can also try
WinRAR. Winzip can be a bit nasty when it gets to the end of its trial and tries to force you to pay for the full program. WinRAR just has a nag screen that you can just cancel every time you load up the program, so it's a more permanent solution than Winzip. But Winzip has a MUCH friendlier interface. It's your choice which program you chose to use - and they aren't mutually exclusive - you can have them both installed at the same time if you want to.
Once you've installed one of/both of these programs,
Download Supremacy and click on the Open button. Once the download has completed, whichever archiving program you chose will automatically open. Use the wizard that that program has and just follow the onscreen instructions. Unzip the game files into a folder in an easy to find location, such as your desktop.
Once the process has completed, open up the folder that you unzipped the files into, and click on the file called "SupremacyClient.exe" (It will simply show up as "SupremacyClient" if you haven't told your computer to display file types) This file will load up the game. If you want to make your life easier, right-click on the SupremacyClient file and click copy. Then, go to your desktop and click on a blank area and right-click, then click on the option that says "Create Shortcut". This will create an icon on your desktop that you can click to load up the game - you won't even need to search through the game folder to find the right icon.
If you need more help on how to use Winzip/WinRAR then let me know, but the built-in Wizards usually guide you through the process so you should be fine. Good luck.
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