Compressed archives (.zip, .rar, .7z) from untrusted sources often hide trojans or executables that can infect your computer.
This is the million-dollar question.
Mario is framed by Bowser Jr. (as Shadow Mario) for vandalizing Isle Delfino, so he must clean the island with a water jetpack, rescue Peach, and clear his name.
Many online sites claim "highly compressed" versions of the game (e.g., 100MB or less). These are almost universally: : Executable files disguised as game data. Corrupted Archives