A PKSFX file is a self-extracting ZIP file with a .exe file name extension. You can extract a self-extracting PKSFX file simply by running it—for example, by double-clicking it in Windows Explorer. You do not need PK Protect or any other program to run a self-extracting PKSFX file.
When a PKSFX file is run, it extracts its contents according to the PKSFX options that were set when the file was created. If the type of the archive is RegularSFX or EasySFX, a dialog displays before extraction to allow the user to change or disable PKSFX options set for the archive.
You can also open a PKSFX file in PK Protect and extract its contents from there: In PK Protect, choose Open to open the archive. Then use any of the usual methods to extract files from the archive. (When you extract files this way from a self-extracting archive, its PKSFX option settings are ignored.)