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I don't think you would want to upload the .zip files. Zip files are files that have been compressed. You will need to unzip the files first before uploading them to your site for use. There are plenty of unzipping programs out there such as Winzip and 7-Zip.
Once unzipped, upload the files to your theme or module directory and they should be available for use via the XOOPS admin panel.
i.e. - if you have the news module zipped (news.zip), unzip the files. You should now have a folder called news. Upload the folder news and all of its contents to your module folder. Now enter the XOOPS admin area, select system admin, modules, and down at the bottom should be the option to install the module.
Themes are selectable through system admin, preferences, general preferences.