1) Windows XP will unzip .zip files without any special programs, not sure about Vista or 7. If you want a special program then download the free program 7-zip, I use it all the time now. Extracted program files (before installation) can be transferred to another computer.
2) You can install any software version from any other version, backwards for forwards in version number.
3) If I remember correctly an early loader version had problems downloading OTA software transmissions. Not sure of any other advantages or disadvantages with loader versions but I would suggest you update the loader to the latest version. The new loader may be bundled with the new software but I’m not sure about that.