What is an ADF disk image?
An exact binary copy of an Amiga floppy disk, more often than not used by UAE (an Amiga emulator).
What is needed to use these images?
An Amiga, real or emulated. To use them on a real Amiga they need to be written to an floppy disk somehow. HINT: Most versions of UAE include "transdisk" to read/write Amiga disks from/to ADF files.
Why aren't the music disk ADF files compressed?
They don't compress very much (under 20K saved).
How can an Amiga owner use "zipped" files?
Look for the Amiga port of Info-ZIP, a free PKZIP compatible archiver. You should be able to extract any zip file you like, and even create your own zip files. In some cases these zip files may be slightly smaller than those created with the "original" PC PKZIP but still compatible!