[Arcade] Need help for running House of the Dead 1 on Nebula

I have both the house of the dead arcade game and the sega model 2 emulator nebula but yet im unable to run the game bacause each time i try to send the file "hotd.zip" into the exe icon of the emulator, nothing happens at all and when i try to select the game through the menu of the emulator itself, it just says "files are missing". So therefore, i need somebody's help because there is something i aint doing right. Is there a specific place i need to send the game itself to before i try to run it on the emulator?

Thanks in advance!