Before you start PD, using Windows Explorer, double click on the ZIP folder icon which will open the ZIP archive and show you the file icon for the footage.
Drag 'n drop that to another folder where you can find it and import it as media in PD. Then see if you have any better luck. I think you'll find you can move it to the timeline and use it.
Power Director and many other programs don't understand a ZIP archive, you always have to unZIP it. Fortunately Windows does this when you double click on it.
Anybody remember the old DOS days when we used PKZIP and PKUNZIP...Manually?