Open up the .zip file. Take out the images stored inside and place them in the program directory labeled as such
It's advisable to EXTRACT the images using the extract button, if you just try to move them manually out of the zip, you could encounter problems. Especially when there are numberous files that have the same names in there. When they go into zip they are in separate folders but when you open a zip you don't see the actual folders, so there may be 6 different txt files that are named background.ini. If you just grab all the files and try to place them in a folder, it's going to try to overwrite each previous one. If you use Extract, it'll put all those files back inside the proper folders, just like the author had them when he zipped them. EXTRACT, EXTRACT, EXTRACT. Don't forget.