Expand the archives by double clicking on them. This will give you a new folder with the various icons showing in it.
Download Candybar, just Google it, then run Candybar. Its really easy to use, you'll see categories with your current icons in it, you can just drag and drop the new icons on to the ones you want to replace.
PS - Landham's stuff is great. Some superb icons and wallpapers too.