Import site to local

I’m new in wordpress and local by flywheel.

I’m want to create a test environment to test the changes before do it in the real site.

Now I’m trying to import my site using backup files, but it said that it don’t know what to do with the files and asked to unzip manually. I tried to unzip manually and the message is the same.
My files are in .gz format, can someone help me to do this?
Is necessary change the gz file to zip file? If yes, can someone help me with this?

Thank you