If you are on a Mac, after you download the .zip file and then unzip it, the .zip will turn into a folder. The folder was titled 7DTD_Alpha1.1a2_mac32, for me I am not sure if it will be for you. Once you open it do not remove the 7d2d .app from the folder. It needs to be in the same folder with the Data folder at all times or you will not be able to create new worlds in the game.
Everyone else on the Mac Platform should post their problems here as well.
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The Data file also contains the Map folder which has the one map that we play on. From this I assume someone could make a custom map using tools?