This is an issue related to certain versions of Windows software. There are some ways to fix it, but nothing that seems super easy to do. Here's what Microsoft has to say about it:
Your options are:
1) Open the files on another device. You can read PDFs on your smartphone and tablet as well.
2) Download the printables individually--just click the names of the ones you want (instead of clicking the "download all printables" button) and it should work.
3) Some members have reported that clicking "extract all files" as pictured below will work.
4. Other members have reported they copy the folders, temporarily save them to the desktop, and rename them with a short file name.
We're sorry we can't be of more help, but this is an issue specific to your device, and if you use another one (or avoid the zip file issue by downloading the individual printables), you should be able to access all the files just fine.