Your best bet is to always look for a Mac download option. A lot of developers provide these now, even if they don't provide a desktop application that runs on the Macintosh.
If all you want to do is un-compress these files, all you need is Stuffit Expander. This application has pretty much come as standard on Mac OS for quite some time now.
If you *do* want to actually create these files, you'll want something called DropStuff.
A lot of .zip files contain files that end in ".exe" These files are Windows executable files, and can't be really used on your Mac, unless you get something like Virtual PC.