On a Windows platform
Windows requires a third-party tool to process the archives. 7-zip (http://www.7-zip.org/) and its derivatives (such as Easy 7-zip (http://www.7-zip.org/) are suitable. Other extraction tools may also provide .xz and .zip support.
To extract using 7-zip is a two-step process:
Extract the .zip from the .xz
Extract the files out of the .zip