How can I fix this error asap?

Its not 100% clear from your provided information but you need to extract the files if you havent already. To do that right-clicking and choosing to extract files should do the trick.

Regaring the error you received in the last video you posted, your antivirus blocks some files from being dowloaded or extracted. Try to delete all the files, clear your trashbin as well and restart your device. Create an exception for PRO on your antivirus while downloading + extracting it again and see if it works after that