For ZT 1 there are 2 folders where downloads go into. It depends on the version of the game you have installed as to which folder you use.
For Zoo Tycoon it is the updates folder
For Zoo Tycoon and Dinosaur Digs Expansio it is the updates folder
For Zoo Tycoon with Dinosaur Digs and Marine Mania Expansion it is the dlupdates folder
For Zoo Tycoon Complete Collection it is the dlupdates folder.
I hope this is the information you were looking for
If you are trying to add files unzip the zip file to your desktop and use copy and paste to place the files
If you want to remove downloaded animals then look for the animals ztd file in the proper folder when you find it right click on the file and choose delete.