Our SPSS and Bulk PDF Exports both export a .zip file that contains multiple files that have been compressed into a single file. .zip files need to be opened with compression software before the files inside can be accessed. Fortunately, Windows, OS X, and Linux all come with ZIP compression built in to the operating system, or you can use third-party programs to access them.
Here is a guide with more info: http://www.wikihow.com/Open-a-.Zip-File-Without-Winzip