Roll20 does not understand zip files. You need to upload them as separate files. Be sure not to use the GIF format; use JPG (or PNG if transparency is needed) and do not use the .JPEG file extension. You may also want to review the Tutorial (under the Games menu at the top of this page) for an overview of how Roll20 works. It has a few glitches, but the Tutorial can give you a good idea of how Roll20 works.