The target cannot open this type of file

I have a new laptop with windows 8.1 and when I try to extract the first tutorial file, I get the message 'The target cannot open this type of file'.  How do I deal with this?

You can choose Other...from the open with menu. This will allow you to browse you applications folder for a different app to open the file with. Preview.app sounds like the best bet for you since you want to see the file quickly & not wait for an image editor to load.
Another option would be to control or right click on the file or a choose a number of files by command clicking on the files you want to see & choose slideshow from the contextual menu. This function can also be accesses from the gear icon at the top of the Finder window. This will allow you to view your photos in a slideshow manner (one at a time) or see them all at once (in an Expose manner). You can also send them directly to iPhoto from here.
To change which application opens your jpeg files select the file & command or right click & choose get info from the contextual menu. Near the middle of the get info window there is an option that says Open With: Choose an application from the drop down menu or choose other to browse for the application of your choice that will open the jpeg file. If you want your chosen application to always open these types of files select Change All. Once the file is selected the get info window can also be accessed from the file menu or by pressing command I.

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