First a follow-up on bigpup's mention of unzip. If you didn't know Puppy's provide a lot of Right-Click options. Rather than starting from an application on the Menu [e.g., Menu>Utility>UExtract or XArchive or pExtract] then file-browsing to the archive, you can file-browse to the archive, Right-Click it and select e.g. UExtract from the drop down menu.
The gist of the posts about steam is that under Linux it's a 32-bit application. F96-CE4 is a 64bit operating system. Puppys have problems running multi-architecture*. There's a work-around. But you may want to consider using a debiandog, https://forum.puppylinux.com/viewforum.php?f=22 or a Kennel Linux, https://forum.puppylinux.com/viewforum.php?f=192. Don't hesitate to ask for recommendations. If you do that, be sure to identify what other objectives you have.
To run a 32bit application under a 64-bit Puppy, you have to download, then load the 32-bit compatibility SFS. For F96-CE4, you'll find a link to 32bit-compatibilty-fossa64.sfs here, https://forum.puppylinux.com/viewtopic. ... 882#p85882.
*Compatibility SFSes contain almost an entire operating system. They can't be installed in Puppys because some of their files and instructions would over-write or conflict with those of the Main (64bit) operating system. Puppys operate as a 'merged in RAM' system. See, https://forum.puppylinux.com/viewtopic.php?t=5818. However, Application SFSes --such as the 32-bit-compatibility-- are not merged but rather are only mounted and have lower priority than the contents of a SaveFile/Folder. Always remaining separate from the Main system in RAM, and having lower priority than the contents of the aforementioned SaveFile/Folder potential conflicts are avoided.
Once you download an SFS, locate it on /mnt/home --the partition on which Puppy's other system files are located. [It can be anywhere, including within a folder; except that it must be outside any folder which would be preserved in a SaveFile/Folder. Hence it must 'hang' from /mnt]. /mnt/home is the only partition mounted by default on boot-up; so the best location for SFS-applications you frequently want.
If you execute a Save while an SFS is loaded, it will always be loaded on boot-up until you unload it (e.g. Right-Click the SFS, then SFS-Load: it's a toggle) and execute a Save to preserve that change. Only the instruction for SFS-Loading an SFS are preserved in the SaveFile/Folder; not the SFS, itself.