For now, you need to run the programs on a command line prompt (not DOSBox, but the DOS-like thing in Windows call "command prompt" under "Accessories").
Depending on version of Windows, you can drag and drop files from a folder window onto the command prompt to avoid typing in a full path to the file. With that in mind, you'd run LEM2ZIP like this:
LEM2ZIP -d <file to decompress>
You can try dragging the program file for LEM2ZIP onto the command prompt, then type a space, hyphen, the letter d, and a space again, then drag the level or style file onto the command prompt. That will complete the command line, so click on the command prompt window and press ENTER to run the command.
LEM2ZIP should take the file you picked and decompress it. You'll need to decompress both level and style files for PCL2ED to work. I suggest starting with the 12 style files.
Once the relevant files are decompressed, you can now open the level in PCL2ED using this command line:
PCL2ED <level file>
So again, just drag PCL2ED's program file onto the command prompt, type a space, and drag the level file onto the command prompt, and finally press ENTER.