First, you'll need 7-zip to open the compressed folder. If you don't already have it, get it here:
http://sourceforge.net/projects/sevenzip/
It's the best of its type, and opens other compressed files as well.
It should be JSGME ready (I say "should" because I don't remember and I'm at the library where I can't look at it). If it's not, then yes it goes in the Sound folder.