7-zip is an archiving program much like WinZip or WinRAR. It's used to either compact or extract files. You can use 7-zip to extract from the GZIP file which contains the Battlefield 1942 update files.
In order to extract the files, open 7-zip and navigate to the directory where your GZIP file is located. Select it and click the
Extract button (minus sign) from the 7-zip tool bar.
You will then get an Extract window asking you to select the directory to extract the files to. Use the browse button to navigate to the appropriate directory and click
OK twice.
If you are not sure to which directory the files should be extracted to, either consult the web page from where you downloaded the update or create a folder on the Desktop, extract the files to that folder and look for a
Read Me file or instructions file there.