You have to have Python installed on your computer and then run zgc_tool.py.
When you run it you will get some errors and you will see some missing python libraries/packages.
You will have to install them as well.
Telink should have done it better and provide all necessary libraries
It is interesting that in the Zigbee SDK Developer Manual they say:
4) Auxiliary control software on PC (ZGC)
• Zigbee_gateway_controller.exe