Using The Darkwind zip Archive on Windows
(1) Download and save darkwindFull.zip onto your desktop:

(2) Right-click this and choose Extract All:

Choose a folder to extract to. The default will also be on your desktop.
(3) When your computer has finished extracting, you will have a new folder:

You can tell this new folder is right because it doesn't have a 'zip' picture up the front of it.
Double-click the new folder to open it, and then on darkwindLobby to run the patching program which will bring your copy of Darkwind up-to-date and ready to run.

 
Note that you cannot run the game from inside a 'zipped' folder since the patching program will not be able to do its job.
Please note that Java is required to play Darkwind, since the lobby/patcher is written in Java. You probably already have it, but if the lobby doesn't work, please refer to: www.java.com