A .7z file is like a .zip file, being a compressed file. I believe Windows 10 can open such files natively but whatever OS you're using I recommend 7zip to open it, and inside you'll find the file you need to run the game.
"NintenDON'T sue me please haha"
I'm new to Wii and Gamecube emulating, and only recently got MKWII working on the dolphin emulator. When I downloaded MKDD, it downloaded as a 7z and I dont know if I need some outside program to make it work or not. Can anyone help?