You don't open the compressed file (these are usually .zip's or .rar's) in MMD. You need an extractor to extract the files from the compressed file and turn it into a normal folder. As far as I know, usually computers come with an extractor to extract .zip's, but not .rar's. You'll have to get something like WinRar to extract .rar's.
The reason people don't put downloads for just the .pmd/.pmx files are because the model/item needs textures. It's a somewhat complicated process to explain in words and not pictures, so in short; .pmd/.pmx files won't have any colors or anything if they don't have the corresponding texture in the folder with it.