So download the file.
Unzip it and notice the challenge name is Snow so use stegsnow.
Once extracted you get a file called chall.txt which presumably you use stegsnow on.
However theres hidden directories. If you go down it you find .flag.txt
which is a fake flag but if you go further you find .secret.txt
which is the password.
So run stegsnow -C -p "welc0me_to_zh3r0_ctf" chall.txt
and you get the flag.