unable to extract dumped files in .tar extention on my site I can't extract my backup dumped with .tar extention. so i can't work with features
can I download features in .zip ?
No. Tar is what's supported.

Downloading the files I generally feel is a pain though, I would encourage you to look at managing the features with Drush instead. It's often a lot faster as it mostly enables you to skip the whole download step.