Yes it does matter what it is.
If it is a building, like previously mentioned, you have to handle it differently then an animal or object.
Animal, object files are unzipped and placed in your updates folder
Buildings are unzipped, they contained a .ztd file and a .dll file. The .ztd file goes into your updates folder and the .dll file in your Zoo Tycoon folder
Place them into your folders manually
Plus, if you would explain step by step what you are doing, then it would be easier for us to help you. We cannot see you do it, after all.