You have already unzipped the file LEAPFR20.ZIP, so to finish the 
installation of Leap Frog 2.0 you must do the following -

WINDOWS 3.1 -
  1) Start Windows (usually by typing WIN at the DOS prompt).
  2) Activate the "Program manager" window and click on the 'File' menu at
     the top left of the window.  
  3) Click on 'Run' and use 'Browse' to find SETUP.EXE in the directory
     where you unzipped LEAPFR20.ZIP.
  4) When you 'Run' SETUP.EXE the game will be installed for you.   

WINDOWS 95 -
  1) Start Windows 95.
  2) Left-click on START at the bottom left of the screen (left mouse button).
  3) Click on 'Run' and use 'Browse' to find SETUP.EXE in the directory
     where you unzipped LEAPFR20.ZIP.
  4) When you 'Run' SETUP.EXE the game will be installed for you.
  5) If you want to create a Shortcut to Monty's Games do this -
     a) Close the Monty's Games folder by clicking on the 'X' - upper right.
     b) Use the right mouse button to click START and click Open.
     c) Double click the Programs icon.
     d) Right click the folder "Monty's Games for Windows"
     e) Click Create Shortcut.
     d) Use the left button to drag the new "Shortcut to Monty's Games"
        folder to the desktop and drop it. 

NOTE: Windows 95 users - If the Task bar is visible at the bottom of the
      screen when you play Leap Frog then left click START, click Settings,
      click Task bar, and put a check mark in [x]Autohide.

This game will be placed in a program group called "Monty's Games for Windows".

A complete listing and descriptions of the latest versions of Monty's Games
can be found on the internet at -

   WINDOWS GAMES -  http://users.aol.com/montyg/homepage/mgames2.html
   DOS GAMES     -  http://users.aol.com/montyg/homepage/mgames.html

For 'online help' while playing Leap Frog just hit the F1 function key.