If you are in a recent windows version, it will allow you to look at the gdb files, but you can't save them because the files are actually in a zip file.
You pretty much need to go through the mod process. You can read the Mod SDK from Drox Operative here
(I never released one for Zombasite, but it is the same thing).
You can also download some of the various mods on the forums or from that same Drox page to see some examples.
Depths of Peril, Kivi's Underworld, Din's Curse, Drox Operative, Zombasite, Din's Legacy, & Drox Operative 2