When a file is unzipped you have two files. One is the original, zipped file (may have an icon of a folder with a zipper) and the other one is the unzipped file.
Make sure you are loading the unzipped file in the format for your embroidery machine onto the flash drive.
I have created a folder in my documents (on hard drive) to send downloads to so I can see the unzipped/open file as there may be several formats to choose from.