I want to install scala at here and I'm concerned about which one to download: zip or tgz. What is a difference between these, and what are the use cases?
They are different archive formats. They are used because it saves bandwidth and because they bundle files.
Zip is more common on Windows and there is a decompressor preinstalled.
Tgz is gzip + tar and is common on Linux. There is also a decompressor preinstalled, most of the time. Also known as .tar.gz.
If you're on Windows I'd download the zip or the installer, as you don't have to install a third party program to open it. If you're on Linux I recommend installing scala through your package manager.