The "Files" (file management app or file browser app) was introduced for devices that run iOS 11 and later releases, which finally allows users to unzip files on mobile devices.
Here you can find the step by step instructions about how to unzip download links on your mobile device.
IMPORTANT!
The download may fail, if you do not have enough storage left on your phone.
You will need iOS 11 or later versions to be able to unzip files.