On windows, you will need a zip program that supports password-protected (encrypted) zipfiles.
We recommend using 7zip, which should be installed on your Windows computer. Otherwise, 7zip can be downloaded from here: http://www.7-zip.org/
Download and install the appropriate edition.
Right click on the zipfile you've received, go to 7-Zip, click "Extract to (name of file)...". It will prompt you for the password, enter it, and the zip should be extracted.
On Macs, you will need Keka, obtainable here:
After downloading and installing Keka, you can simply drag the zipfile to the Keka icon. A password prompt will appear, enter in the password, and the zipfile will be extracted to its original location (where you dragged it from).