What do you mean 'Downloads into my Winzip'? It's downloading as a .zip file?
If so, you're going to need to extract it. I am ASSUMING there will be a readme in there for installation. Usually for soft synths like this you would install (set the path to your vst folder) then it will show up in reaper.
EDIT: So I googled 'installing MT power drum kit' (Gunna scold you here a bit for not doing this yourself). Looks like you just extract the .zip, then put that folder in your VST folder. Looks like no setup executable.
And to answer your next question (the one you havent asked yet) when you first start the software you need to copy your computer ID it gives you and paste it here (
http://www.powerdrumkit.com/download76187.php) and get your activation key.