Just double click the .zip file
(1), then the .zip file extracts the gfxcardstatus application
(2), drag that application to the Applications folder
(3) and be done with it.
To actually run the application, just double click it.
(1)
(2)
(3)
Also have a look at the following links, as the information presented there might be helpful in your future endeavours into Mac OS X and could clear up initial confusion and may even prevent harm to your system or your files.
Mac OS X Basics
Switch 101 - guide with articles made by Apple on how to accustom yourself, after you switched to Mac OS X from Windows
Mac 101 - How to get started with Mac OS X
Find out how - tutorial videos made by Apple on how to do certain thing in Mac OS X
Pro tips - tips made available by Apple for easier ways of doing certain tasks
MRoogle - a very effective tool to search these fora using Google and made available by
edesignuk, introductory threads:
1,
2 and
3