There is a trick we use in support to open files when they are sent to us in a ZIP format. You may have noticed that the Zip file format is not listed in the Files of Type area in the open dialog but SolidWorks will open them. How? If you drag and drop the zip file into the SolidWorks grey background or onto the toolbar (See below), your files will open up in SolidWorks. Obviously it has to be a file type SolidWorks will open but this is much quicker than unzipping and opening the file afterwards. Files that are not able to be opened by SolidWorks will still be extracted.Here are the rules:
If a file in the zip has references also inside the zip file it will open the top level file only. (i.e. an assembly and associated parts, assembly will open up in a single window)
If the zip has a number of part files, it will open all the part files in multiple windows.
Files are unzipped in the same location that the zip file resides. (If zip file is on the desktop when you drag it into SolidWorks, its contents will also be unzipped to your desktop.)