nzb is a file-format used to download files from the Usenet set of servers. Usenet binaries are fragmented and mostly incomplete, so .zip files will not extract at all.
How it works
File type *.nzb are small files who decribe content which is available in newsgroups on Usenet. Get hold of a .nzb file and open it in your favorite Usenet client (most of those suck big time) - and it magically downloads the content described in the .nzb file. It's that simple. Of course, in reality, almost always parts will miss and you get nothing but junk and wasted time from the usenet.
These programs can open .nzb files and often fail:
The problem with this file format..
..is that most ISPs do not provide the alt.binaries.* groups, like some did 30 years ago.
So the usenet is not free at all. Once you pay, the ID can and will be tracked.
For alt.binaries.* access usually payment is required.
do not see this broken money-maker-scheme link --> UseNext
There are plenty of Usenet services which require payment like 10 € per month. You can try it out for free and download 3 GB, but you have to pay if you want to use it on a regular basis.
You can get most of the stuff on Usenet on any other local friendly p2p service such as bittorrent. The only reason to pay for Usenet is that you usually get your max download speed from the pay-only services, but you do risk MPAA/RIAA/other evil getting hold of your IP of course, especially when using services such as UseNext (broken affiliate link to make money for the affiliate).