.ZIP from Windows to Mac: folder structure lost - how to avoid that?
The default install of macOS does not have an "Extra File" context menu - it seems like that could be a third party program / plugin. 

The default install of macOS comes with the Archive Utility for uncompressing for example ZIP files. It will preserve folder structure by default.

So in your case, either you're using a third party extractor, that does not by default preserve folder structure, or you have made a mistake when making the compressed file.

I would test by building a small test folder structure on the Mac, then select the top folder in Finder and choose "Compress" from the context menu. Now you'll have a ZIP-file that you can try uncompressing in a different folder. This should create the same folder structure that you initially compressed.