Moodle is downloaded as a single, compressed file. This compressed file contains the many small files and directories that constitute Moodle. After downloading the compressed file, you can decompress (or unzip) the file. Unzipping it on your local PC will extract many files and directories that you must place on your server.
If you're using a hosting service, they may have the ability to decompress the file on the server. If so, you can just upload the entire ZIP file, tell the server to decompress it, and all your Moodle files will be in place. This is much faster than decompressing the ZIP file on your computer and uploading the many files that it creates.
