(mac user) unzipped files convert to .exe files?

[BYOK]

ok, i'm a temporary newbie and since i'm using a mac and files are unzipping to an .exe file...i obviously can't open these files.

What should i do with these files, convert them to something else? I apologize for not knowing this? i tried a search but probably with the wrong terms.

i'm even downloading files that specifically work on a mac but since they're opening into these .exe files, i don't know how to use them.

thanks!