The .zip files (ICSVirtualBox.zip, ICS-VirtualBox.z01, ICS-VirtualBox.z02, ICS-VirtualBox.z03, ICS-VirtualBox.z04 and ICS-VirtualBox.z05) are simply provided to make downloading the lab image a little easier. You can download either the ova file or the individual .zip files. There is no need to download both.