7-Zip extractor - Freeware
http://www.7-zip.org/
Extract the file and then place it in the JSGME mods folder inside your GWX installation.
As suggested earlier d/l & read the manual for GWX. You can find it here.
http://www.users.on.net/~jscones/GWX/
This is a must as there are cerain requirements to ensure a working installation. The manual is very comprehensive and a good read.