The Highways GML data is supplied in a compressed form (gzip). Some software can access these files directly; others will require it to be uncompressed. To uncompress the zipped data files (.gz extension), use an unzipping utility found on most PCs, for example, WinZip. Open-source zipping / unzipping software can be downloaded from the Internet, for example, 7-Zip.
Before loading the data, you will need to unzip it by using any of the regular zip programs available or via the facility within the Windows 10 operating system.