Open the ZIP file to immediately have the contents extracted to the same folder you're in.
The folder you chose in Step 1 should open and show the platform-tools folder that was extracted from the ZIP file you downloaded earlier.
Select Extract to save the files there.
Put a check in the box next to Show extracted files when complete.
We've chosen the root of the C: drive, in a folder called ADB.
When asked where to save the file, like you see in the image above, pick a folder that's appropriate for ADB to stay, not somewhere temporary like a downloads folder or somewhere that's easily cluttered like the desktop.
Right-click the ZIP file and choose the extract option, called Extract All in some versions of Windows.
Your operating system has built-in tools that can do this for you, but another option is to open it with a file extraction utility. Go to whatever folder it is that you saved the download to, and extract the contents of the ZIP file.