No, it is not possible to extract individual messages from the zip file.
What you need to do is:
Close eM Client, then rename the eM Client directory which you can find at C:\Users\yourusername\AppData\Roaming. You may need to enable hidden items in Windows Explorer to get there.
Restart eM Client and cancel any setup windows.
Disconnect from the Internet.
Go to Menu > File > Restore and restore the backup where the messages are located.
Find the messages and export them by right-click and Save As.
Close eM Client and delete the C:\Users\yourusername\AppData\Roaming\eM Client folder.
Rename the folder you changed in step 1 back to eM Client.
Reconnect to the Internet.
Restart eM Client.
Import the messages you saved in step 5, either by dragging them from Windows Explorer to a folder in eM Client, or using Menu > File > Import > Email.