Are you on Windows or Mac? On Windows things should work like this.

Download the zip file to anywhere on your machine (normally the Downloads folder)

Click on install from zip archive in the file menu in poser and an explorer window will open. Navigate to the zip file you have downloaded, select it and click on open.

A pop up window will now appear which give you the option of which runtime you want to install the content to, select whichever you want and things should go smoothly.

From the screen grab it looks as if you might have already unzipped the zip file, and this is why install from zip archive doesn't work.

I only use Windows so if you are on a Mac there may be other problems of which I am unaware.