[Mighty Midget]

First: Turn off your Caps Lock. It hurts our eyes.

Now, you will need either DOS or DOSBox. You can get DOSBox via a link on Abandonia's main page (programs). Then you need to set it up. There are guides here to help you with that. One you will find via the link in my signature.

Then, you will have to unpack the zip to a folder of your choise.

Last, configure DOSBox to use that folder as it's virtual hdd.