Help please?

Hello, I am very sorry but I am very new at this and so far I haven't gotten very far with it. I've managed to download an utua. Disclaimer I do not own her just wanted to practise with and sorry I forgot the owner. D: I printed my screen and I'm not sure what else to do. Do I have to download another program in order to put it the sounds together?

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No,no!
Just create a folder to whatever location is easiest for you. Winrar wouldn't let me extract my files into a folder on my desktop,(I'm not sure about other users) but just in case,create that folder somewhere in your documents!

Well, first things first, did you download and install UTAU onto your computer? If not, go here and follow the directions.
After you are done installing UTAU, extract all of the files in the voicebank you downloaded to a folder that you create in UTAU's "voice" folder. It is highly suggested you name this folder that you create inside UTAU's "voice" folder the name of the UTAU you downloaded.
You should be set now. Just run UTAU and mess around. If you aren't set, feel free to send any of the members here a private message or post a topic in the help section.