From: MN, USA
I expect you are opening the .zip file fine with the integrated .zip handling of Windows and that you are running into an issue by trying to double-click on the scenario file which has an extension that starts with .SC .
If you are at the screen that shows you a file with a .SC? (where question is any character) you should see text that says "Extract all files", click that and for the folder entry type C:\Matrix Games\HUCE , untick the "Show extracted files when complete" and click "Extract". Then fire up the HC game, select the proper battleset, click the "User Scenario" button and find the files you extracted.
Holler if you need more info or are having a different issue.
Harpoon (HC, HCE, HUCE, Classic) programmer HarpGamer.com