Use a tool like 7-Zip or WinRAR. If the filenames appear as garbled text (mojibake), you may need to extract it using Japanese (Shift-JIS) encoding settings.
Cover art, character illustrations, and sometimes bonus CGs (Computer Graphics). RJ01008902.zip
Usually provided in .wav or high-bitrate .mp3 formats, recorded with binaural microphones to simulate 3D space. Use a tool like 7-Zip or WinRAR