Welcome to the forums, Candida!
After you unzipped .zip file, you shouldn't unzip any more files. You probably have unzipped that .jar file. Jar files can be unzipped, but they don't need to be unzipped. So, after you unzipped first time, just run the "JCloisterZone.jar" file. If you don't see an extension ".jar" (because extensions for known file types are hidden by default), try run "JCloisterZone" file - this should be JCloisterZone.jar file.
Hope this helps.