OK, yeah I didn't think to mention that it's a zip file guys.
There's a free program to open those
https://www.7-zip.org/I use WinRAR but it's not free.
EDIT I also see now you can just use Windows explorer/File explorer without needing to download anything.
Just right click on the zipped file, choose "open with" and choose that.

When the zip has been opened, there are no ready playlists in there no, so either as mentioned double click on a seperate mp3 or you can also mark several ones and then rightclick on one and choose open in media player or what player you want to use. I'm sure you can create playlists in media player but it's been too long since I did that myself, so I can't really explain how anymore.
