Using Backup and Migrate Module to download windows compatible backup

Question

I have created a Drupal7 based web-site on my hosting server. I have made changes to the themes, created views and done other customizations. I would like to create a duplicate copy of the site on my local laptop, so that I can test my changes locally before making them live on the site. I installed the Backup and Migrate module on my host server and downloaded a backup of the entire site to my windows 7 laptop. I already have a WAMP installation and all required services running for creating drupal7 site.

The file I downloaded looks like a tar ball of the entire drupal folder and the DB and the size is 106 MB. Since, it is a tar ball I could not open the existing file in windows. My questions:

1. Is there a way to get around the tar ball? I tried specifying zip as the compression format, but that did not help. I do not see any option to specify no tar.
2. What is the correct way to create a copy of the site locally, considering I have made changes not only to DB, but other files too. I have seen other options such as exporting the DB and FTPing the sites folder. If I were to do this, how do I FTP the sites folder to my windows laptop?

Thanks