All STL and PDF files are already exported, you do not need to install anything too particular if you are just 3D printing it or viewing the PDF files (if you don't have a PDF viewer, Firefox can view PDFs in a pinch). If you want to make adjustments, see the build.txt found in the project ZIP archive.
You can double click the ZIP archive or you can right click the ZIP archive and click "Extract Here" to extract the project if your computer supports it.
If not, then:
Open up your terminal emulator and install
On Debian-based distibutions, the terminal command is:
sudo apt-get install unzip
Change directory (cd) to where the project ZIP archive is.
Unzip the project with: