Extracting files from zipped archives is supported in Alteryx but it's not particularly flexible. This SDK tool allows you to extract all the files from zip files, tar archives and tar.gz archives (Linux support, woohoo) into a given folder and optionally overwrite.
An example of using the tool is shown here.

Grab the yxi installer from my Github site: https://github.com/bobpeers/Alteryx_SDK_Zip