After you download your project, go to the folder where it was downloaded to. Normally it will be your Download folder is default but you may have changed it.
Find the file, and click on "Extract All".
Choose where you want the extracted files to go.
Click "Extract".
You will see your Cover.pdf and Interior.pdf, ready to upload on Amazon KDP.
If you need more help, you can watch this video, How To Download And Extract Your PDFs (From A Zip File)