If you have 7-zip you can decompress nearly any compressed file. Many of the audiobooks on this website are in zipped files. With 7-zip you can extract the file and upload the MP3 files to whatever device you want to use to listen to your audiobook.
I'm not familiar with the hundreds of programs that "play music" or audiobooks. For as long as I can remember I've used VLC to listen to any audiofile or any video file for that matter. The primary reason I suggest it for these audiobooks is because VLC can play collections of audiofiles in a zip file without extracting the files. Just click on the zip file or send the zip file to VLC and it starts playing.
Over the years I've come to depend almost entirely on free software. I don't care to 'rent' software. You can find nearly any software to do nearly any task at this website.
It would be rude to offer you links to free software without also pointing you to a website where you can find the type of software you are looking for! If you use Excel, just type Excel in the search engine there and it will take you to pages of alternative to options. You can adjust the results for "free", "Windows", "Open Source" or many other filters. This site also works with alternative to your usual websites. If you've become frustrated with censorship, for example, on Facebook or Twitter, just type them in and see what else is available. I'm on most the "uncensored" social media sites.