When submitting multiple files to be screened by Persistent Key they must be zipped together in 1 zip file.  When submitting single files there is no requirement that they must be zipped. 

The file naming conventions detailed in What file name should I use for my Persistent Key submission file? apply to each individual file when submitting multiple and not the 1 zip file.  The name of the zip file has no impact on the results. 

Once your submission file is ready reviewing How do I send my Persistent Key submission file to Blackbaud? might be helpful.