if it's for Objectdock, it should either be a .png of .ico file in the zip file. You can put them in the Objectdock library if you like, or in the bundled images folder. C/Program Files/Stardock/Objectdock/Bundled Images.
Once in there, you can easily add them to the dock by rightclicking on the icon you want to replace and choose Dock Entry Properties. You will be able to change the icon on that pop up window.
...at least that is how it's done in the older version of Objectdock...not sure it this is still the case for the latest version.