Vu zero new image

[cactikid]

Not used my zero for a while as its on an old image so tried to download new image to box and just left with the spinning openvix image.
Next i tried to download to usb after i formatted my usb which was flashing and said completed.
When new file is downloaded to pc and i see a new winrar not seen before and file extracted to D where usb is my stick does not flash but the pop up shows its downloading.
Now what i cant understand why i see 3 files now including links from windows 7 in one folder on my usb stick

Strange after many edits and downloads back to 1 folder and flashing usb stick.