Save and extract the ZIP.
In Chrome, press Ctrl + J, find the Frank ZIP, and choose Show in folder. In File Explorer, right-click the ZIP → Extract All… → Extract. Move the extracted folder somewhere you will keep it, such as Documents. Opening the ZIP without extracting it is not enough. The Load unpacked picker only shows folders, so your ZIP will not appear there. If you cannot find the download, use the PowerShell option below to extract it and open the exact folder automatically.
Open Chrome’s Downloads, show the ZIP in Finder, then double-click it to extract. Move the extracted folder somewhere permanent, such as Documents.