Well the installer which is inside that ZIP file says you would need
Desktop Master to manage that theme and see eveything. But the Desktop Master looks wierd to me, i wouldn't install it.
Anyway, just run the installer inside that ZIP file and keep on pressing next. In the end it will extract all files, by default to the "C:\Program Files\Plus!\Themes\Final Fantasy\" folder. You can go there after you extracted it an find the files you want.
The shutdown, and startup logos are in "C:\Program Files\Plus!\Themes\Final Fantasy\Logos". By default they have a .SYS extension because Windows logos work like that. However, technically it are BMP files. You can just rename the extension of those files to .BMP and open them with paint or any other graphic program you like.