Unzipping

It’s the first time I’ve ever tried to install WordPress, so sorry if that’s a silly question:
I’ve downloaded WP and unzipped it, and now I have a folder called “wordpress-4.2.2”, but inside it all the files are still zipped. Inside that folder, there’s a folder called “wordpress”, within it are three more folders, and the folders themselves are all unzipped, but the files inside them are still zipped. Do I really have to go over each file and unzip them individually? Or is there something wrong with my download? Thanks!