Lets see if we can get this sorted.
First off, if files you are downloading are automatically opening, you can fix that in your web browser by disabling auto-open downloads.
Next you need a tool to actually handle the zipped files. Since you are on windows 11 I would suggest NanaZip - its a continuation of 7zip that works a bit better with modern windows. You can download it from the windows store here, so you dont need to worry about install issues either : https://apps.microsoft.com/detail/9N8G7TSCL18R?hl=en-us&gl=US
Once you have this tool installed, you can now actually extract files.
To do so RIGHT click on the files you downloaded. From here you will see a new option for NanaZip https://imgur.com/198mls3
After you download the zipped file, RIGHT click on it, hover over Nanazip and Select "Extract to "foldername\" https://imgur.com/fzX9UoX
That should actually get the files extracted.
Also, it looks like when you click on the files the system is trying to use the wrong program (Word) to open them. You can fix that by opening the start menu and searching "Default apps" then opening "Default apps" in the system settings.
Inside the search box labeled "Enter a file type or link type" search for .7z then click on the entry. After that select Nanazip as the default program. You can do the same for .rar and .zip files as well so they open in a program that can read them.
Let me know if this was helpful, and if you need anything let me know and I will try to assist.