Only exe files need to install.
zip files need to open with explorer or a program as 7-zip. and be unziped to the e-Sword map
The default map for normal modules is:
for the 64bit version of Windows
C:\Program Files (x86)\e-Sword
or for the 32bit version of Windows
C:\Program Files\e-Sword
By exe files trouble read this:
https://www.makeuseo...-files-windows/
It is easier to answer questions if you give more information.
Which modules? Is it a zip or an exe or a normal module extension?
The e-Sword edition and the OS edition that you use?