How would I combine the 6 files into one zip?
Usually the program you'd use does that combining automatically "on the fly", so it's just a matter of having the right one for the job... which leads me to...
or how would I know I have to do that?
That's just something that comes with experience, I suppose... or, as you did, by asking

I will try winzip and see if it works. Thanks
You're welcome, hope you enjoy the result once you got it all sorted & set up.