Problem in burning a DVD and getting the iso file
The file you downloaded is an ISO, but since it doesn't have anything associated with it, it will look as a ZIP file. What you can do is download ImageBurn. ImgBurn is a free burning software fir windows.
Now I believe that this is what you saw
In my case I have PowerISO installed, so what I did was, right click the file, and choose open with, and Clicked on choose default program, and choose power ISO
And once done this is the outcome
So once you download and install ImageBurn, click on write image file to disk, and choose the file that you have downloaded.