You have a .zip file, on your Linux server, that you want to uncompress. You do not have unzip installed on your machine. What should you do?
Possible Solution #1
Install unzip. If you are using a Debian/Ubuntu distribution of Linux, run this:
sudo apt -y install unzip
Possible Solution #2
You could use WinSCP to download the file to your Windows workstation. Then you could extract the files on the Windows workstation. Then you could transfer the uncompressed files back over.