Download and install: Can't unzip or extract .xz

The command to decompress with xz would be:

unxz ubuntu-mate-16.04.2-desktop-armhf-raspberry-pi.img.xz

See here for more information:

https://ubuntu-mate.org/raspberry-pi/

And the man page for xz is located here:

https://linux.die.net/man/1/xz