Only download files from websites or senders you trust. Randomly named ZIP files are a common way to distribute adware or ransomware.
If the file size is unexpectedly small (only a few KBs) but claims to be a large program or movie, it is likely a virus.
Knowing the context (e.g., a gaming forum, a work email, or a software site) would help me give you a better idea of what it might be.