If you were given a OneDrive link then open it and download the files to a new local folder on your PC such as My Documents\n365exp
Browse to the folder, right-click on the first ZIP file, choose 7-Zip > Extract Here and follow the instructions. You will need to enter the ZIP file passphrase
The contents of the ZIP file will be extracted to the current folder. This may include one or more PST files containing mailbox items which can be opened in Outlook, or a set of folders and files from OneDrive which can be examined directly