Most programs that will unpack a ZIP file will also unpack a GZIP. Try yours; it will probably work. If it doesn't, there are plenty of free programs that will. Just search for one for your operating system.
Part of the reason for using GZIP is that it results in a smaller archive. This saves on storage space and bandwidth. The rest of the reason is that the tools are supplied with our Linux distros and we're too lazy to hunt down something else. :-" :)