No, don't convert them!
Please check if the Zip file contains a Var file... in that case extract the Var to the appropriate folder.
If not, please check if it contains some sort of folder structure like custom/atom/person/texture/... in that case extract and copy the entire folder structure over to your VaM folder.
If not...
Between the times when the ocean drank Atlantis and the rise of the sons of ares...
There was the time we now call the pre-Var aera.
In that time we have shared files directly and everybody had to learn where to move them.
In some cases this ancient habbit is used till the present time.
Only the oldes of the wise guys know where to.. OK, stopp that rubbish
-If the zip file contains a .json file, and if you think it is a scene, then it goes to the "save" folder, where your own scenes are.
-If it is an Asset, it has to go to the "custom/asset/" folder (often seen till today).
-A cloth item goes to the "custom/clothes" folder, aso.
-A texture goes to "custom/atom/person/textures".
-Morph files goes to "custom/atom/person/morphes/female(male)..."
-Plugin scripts goes to "custom/scripts".
-... I think you have understand the rules behind this.
I hope this will help a bit.
Happy new year!