To use these zip files, first download the ZIP file by clicking on the year. Once saved to your hard drive, unzip it. Yes, you must have a utility such as WinZip, pkunzip, or other zip-compatible program. I think there is a ZIP utility for the Mac as well.
Once saved and unzipped, use your browser, and open the file named ??_index, where the ?? is the year. This file will give you quick links to the main options available for that year's Thread Pages.