The Windows built-in "unzip" cannot handle zip files that have been password protected (which is not the case here). It also cannot handle other compressed file formats such as "RAR" which you occasionally encounter (again, not the case here). But I've always found it pretty solid and reliable with normal zip files and have certainly never had any problems unzipping Skoda/VW map updates using it.
As to the "adware" warning - many people locate software to download by using a Google search. It's not uncommon for those searches to take you to sites that are less reputable than Cnet and some of those sites are setup with multiple, deliberately confusing, "download here" links that will download software other than what you're actually looking for. I've had to remove "Mindspark", "MyWebSearch" and "DriverUpdate" so many times from people's PCs that I feel it's always worth warning people to be careful about what they download for free from the internet.