It’s the result of a GZIP-compressed CPIO (Copy In, Copy Out) file.
In these archives might be software programs, documents, movies, and other types of files.
TGZis a similar format that compresses aTARfile (which is also an uncompressed file container) with GZIP compression.

Tim Fisher
How to Open a CPGZ File
CPGZ files are typically seen on macOS and Linuxoperating systems.
The ditto command-line toolis one way you could open one in those systems.
When you open it, you find the ZIP file again.
One thing that might fix this is to just download the ZIP file again.
It may not be opening correctly if the download was corrupted.
We recommend trying a different web app the second time, likeFirefox,Chrome,Opera, orSafari.
Some people have had success opening the ZIP file withThe Unarchiver.
The same file decompression utilities we already mentioned can be used to open these CPGZ files, too.