So, is your problem coming from a legal downloaded from the shop archive or a shared archive.
If the later, try another uploader.
If it's a legal download or you're certain it's properly uploaded, then the problem is with your PC setting.
I personally haven't had any problem yet with win 10, so dunno if I'm lucky (or you are unlucky), or if you made a mistake somewhere.
so, 1) are you using Japanese local setting (do not check the beta option in the language setting) ?
2) Do you have an up to date winrar / winzip version ? You might want to uninstall it and reinstall a recent version if your is old.
3) when uncompressing the archive, instead of right clicking "extract here" or "extract to..." - start winrar. Ctrl + E (or option => name encoding), then select Japanese (number 932). Then try to uncompress the archive.