Hello & Welcome to JustAnswer.
.data is not a winzip file; and it is not supported by winzip.
Where did the file come from and what is the actual issue?
The Winmail.dat file is used to preserve Rich Text formatting. Outlook uses it when sending a Rich Text-formatted message. During transport, the content of the message may be changed, preventing the receiving client from being able to read the formatting instructions. In other cases, the receiving client does not use or recognize the winmail.dat file.