Welcome to iPad Forums, suzzanne!
Send it to yourself via email, open the email on your iPad. That way you can see the file on the iPad.
Other possibility: install an app that can unzip the file. Search for "zip" in the App Store, you'll get quite a few results - also free ones. Select the app you like, then go to the file in OneDrive and tap the Share button at the top right. That will show apps which can handle this kind of file. Select the app from the App Store to open it.
Hope that helps.