On the Hard Drive, Find the Visual Pinball .EXE file, usually named something like VPinball8.1 or the current VPinball9.12.exe.
Right-Click on it and from the Context Menu that appears,
select Run as...then on the next menu choose Administrator.
WinZip is safe. Just make sure to UNZIP the .VPT file to the Visual Pinball\Tables folder. .VPT = Visualpinball Pinball Table file.
Unzip any TTF Font files to the Windows\Font folder and unzip any scripts included in the Table.Zip file to either the Visual Pinball\Tables or Scripts folder. Usually either folder will work for scripts, but table authors usually make it easy by allowing the extra scripts to be placed in the Tables folder. Unzip any additional .Mp3 files to the Visual Pinball\Music folder.
Note that if Visual Pinball is installed using one of the the VP Kits like this thread is about, then the main folder may be found as C:\Games\ on the hard drive instead of C:\Program Files\Visual Pinball.
Then for VPinMame tables which recreate real world machines you will need a second ROM file specific to the game which you are trying to play. These can be found by looking up the pinball machine by name at
www.ipdb.org -download the PINMAME ROM(s)
AND MAKE SURE TO PUT THIS ROM.zip file in the vpinmame\Roms folder AND KEEP IT ZIPPED!
You can find the exact name of the VPinMame ROM if you have the Table.vpt. Start the table in Visual Pinball and if it is a VPinMame table and you do not have the ROM.zip for it in the Roms folder, you will see an error message which tells you the exact name of the ROM.