Vlad and LK:
Hopefully, you're both up'n'runnin' by now, but just in case:
Like ainwood pointed out, this zip creates a subfolder, "map development", while extracted. That's where the save goes.
In PTW (unlike vanilla) that folder can't be accessed if you choose "Load scenario". If you choose "Load game" instead, you'll be able to access any folder on the same drive.
Finally (still assuming you're using winzip): Try switching to the classic interface next time. That'll give you the options I mentioned earlier.