That doesn't mean that you don't have the utilities. gunzip and gzip come standard on most, if not all, Linux distro's. Use the 'which' command to see if they are installed on your system...
which gunzip
which gzip
To see what kind of file "lnx_920_disk1.cpio.gz" is, run...
file lnx_920_disk1.cpio.gz
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