I found a way. Insert Object then select Create New and select "Package" from
the list and select the "Display as Icon" box. Click OK - then the Object
Package open up - select File->Import and browse to your zip file. Close
Object Package and yes to update dialog box. Then to edit the caption
"Package" to a more useful name - select the package in your document, right
mouse click and select "Convert". Click the Change Icon" button and edit the
caption.
Cheers Pam