Download all zip files into a single directory. Open a zip file manager such as 7zip and select the first zip file (001) and extract. This will extract all of the files. When completed Unzip the -ovf file as described above.
Using the VM box import the image. So this image will have an installed OBI11 BP1 application. It contains Essbase, Oracle Enterprise 11g Database, Weblogic server, OBI 11g and Oracle Linux Enterprise.