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Or what do I do with them if not extract them?

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IMHO 7zip is the ultimate best archiver for Windows. It is totally free for any use. It is highly stable and efficient. It supports creating standard zip files as well as its brand 7z files (providing many options to tune in this case). It supports unpacking files from virtually all common archive formats. It can use multiple cores of modern CPUs to work faster and allows going to background priority (so that your applications are not slowed when compression is going) and back with a single click. – Ivan Mar 7 '11 at 0:38
The only feature it seems to miss (which I made good use of in WinRAR which is commercial software) is adding files of specific types into an archive without spending time to compress them. This is useful when you make backup of something like "My Documents" directory where some files (like Excel spreadsheets, text/xml/html files, etc) are compressible and some (like avi/jpg/mp3 files) are not. – Ivan Mar 7 '11 at 0:41
One more important thing to mention: 7z files have full Unicode support, so you will never have problems with national symbols in files names any more. – Ivan Mar 7 '11 at 0:46
It's already many years as I've switched to 7z as my main archive file format on Windows and Linux, and I am totally satisfied. Now I only use zip files if I need to send them to some non-IT personnel (as zip format seems to be world-accepted archive interchange standard and nearly no one has problems unpacking zips) and tar.gz if I need to pack something on a foreign Linux shell (I've got p7zip installed on all servers which I control), in every other case I use 7z. – Ivan Mar 7 '11 at 0:51
@Ivan WinRAR provides recovery feature, while 7-zip misses it. – user69835 Mar 7 '11 at 5:05

.7z's are compressed files and can be opened with a number of archive managers. An example would be 7-zip. Another well known archive manager that handles .7z would be WinRar.

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OK, I'm stupid and found out the answer 5 seconds after asking, despite having searched before I posted.

You use this:

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It happens to everyone. – vcsjones Mar 7 '11 at 2:15
For future reference, you can look up most extensions on Google. There are plenty of sites (example) that will list out the programs that are known to use the extension. – Steven Xu Mar 7 '11 at 4:30

Use 7zip to extract the contents, that is about all you can do.

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