What you should do is download and install/run, Standalone Executable, Windows Installer or Portable version.
If you insist to build Electrum from source code, you need application such as
https://www.pyinstaller.org/. Electrum documentation (
https://github.com/spesmilo/electrum/blob/master/contrib/build-wine/README.md) mention build Electrum application for Windows, but it must be done from linux.
I tried to install the electrum wallet to my computer and it was a zip file.
Could someone explain to me how i can install it to my computer?
Thanks
I don't know what you mean?,
Are instaling from zip file?, if yes, You must to unzip first that file
https://www.wikihow.com/Unzip-a-Filethen running file extensi .exe
You don't know what you're talking about, do you? The .zip file contain Electrum source code, not .exe/.msi installer