If WinZip® determines that you are extracting files from a Zip file contains one or more screen savers (.SCR extension), it will automatically lead you through the steps necessary to install the screen saver. Just click Next and follow the simple instructions.
After WinZip has extracted the necessary files to your Windows folder, it will run Microsoft's Display control panel application to complete your installation. Here you can try out the screen saver and possibly modify its settings. If you change your mind and don't want to install the new screen saver, simply select a different one from the installer's list before leaving the Display application. Note that clicking Cancel from the Display application does not cancel installation of the new screen saver--it has already been installed. Consult your Windows documentation or help for more information about the Display application.
More detail about the WinZip screen saver installer is available in WinZip's Classic interface help.