Clive,
Click on Download flags zip, a window will open, choose Save as, save it to somewhere like my downloads or anywhere you can rememeber. It will only take a few seconds. Once downloaded at the bottom of the screen you will hopefully see open folder and you should see a folder D008 flags zip, click on it and you will see 4 files.
Click on the one named flags and it will open up. 3rd line from the top you will see Extract all, click on it and another window will open, Select a Destination and Extract Files. Use the browse button to find your flag folder and from what you have stated it should be C:\Airnav403\data\flags and hey should extract.
Let me know when that is done.
Alan