If you must investigate the file, follow these safety protocols:
Opening the archive is usually safe; running the files inside is where the danger lies.
It is likely spam or a "leak" pack of questionable origin and safety. Avoid opening it.
Archives from social media accounts or private "packs" shared on forums.
If you received this file unexpectedly via email or downloaded it from an untrusted source, proceed with extreme caution.
Files with simple names like "JENNY" are often found in: