where to put the files from the zip FPS_Tutorial

hello people
I started taking the game in Unity3D.I have downloaded compressed files, and I do not know what to do next.Please help.
I have downloaded is from this web page http://unity3d.com/support/resources/tutorials/fpstutorial.html

Like you don’t know what file opens the Project?
Unity Projects are stored in folders, not a specific file you have to open, just unzip the project then go to File > Open project > Open Other and navigate to the project folder and click Open.