I don't think you have to do any unzipping. You should be able to download the latest jemplode.jar file (Version 60 now) and save it to your current Jemplode directory (usually C:/Program Files/Jemplode) and overwrite the old jemplode.jar file.

Version 45 is pretty old, but I think all of the changes are just in the jemplode.jar file, so simply replaceing it will upgrade you. I did no unzipping at all.

If you have no version of Jemplode installed... I honestly don't know how you'd get a "base install" from www.jempeg.org. Maybe having Java installed on your machine is enough?