You have to provide all of the files on the command line.  Here is an example of using unzip and zip:
C:\Mach4\Screens> mkdir wxMach
C:\Mach4\Screens> cd wxMach
C:\Mach4\Screens\wxMach> unzip wxMach.set
Archive:  wxMach.set
  inflating: screen.xml
  inflating: images/DRO_Icon.bmp
  inflating: images/ERRe.bmp
  inflating: images/TOOL1.BMP
  inflating: images/TOOL2.BMP
  inflating: images/TOOL3.BMP
  inflating: images/TOOL9.BMP
  inflating: images/TOOLT1.BMP
  inflating: images/TOOLT2.BMP
  inflating: images/TOOLT3.BMP
  inflating: images/TOOLT4.BMP
  inflating: images/TOOLT5.BMP
  inflating: images/TOOLT7.BMP
  inflating: images/TOOLT8.BMP
  inflating: images/TOOLT9.BMP
  inflating: images/Tool10.bmp
  inflating: images/Toolt10.bmp
  inflating: images/X+ Edge Finder Disabled.png
  inflating: images/X+ Edge Finder.png
  inflating: images/background-inputsigs.jpg
  inflating: images/background-lower.jpg
  inflating: images/background-outputsigs.jpg
  inflating: images/background-port1pins.jpg
  inflating: images/background-right.jpg
  inflating: images/background.jpg
  inflating: images/btn-background.jpg
  inflating: images/button-4+.jpg
  inflating: images/button-4-.jpg
  inflating: images/button-large-arrow-down.jpg
  inflating: images/button-large-arrow-left.jpg
  inflating: images/button-large-arrow-up.jpg
  inflating: images/button-large-down.jpg
 extracting: images/button-large-up-g54.png
 extracting: images/button-large-up-g55.png
 extracting: images/button-large-up-g56.png
 extracting: images/button-large-up-g57.png
 extracting: images/button-large-up-g58.png
 extracting: images/button-large-up-g59.png
  inflating: images/button-large-up-savetoff.png
  inflating: images/button-large-up-savewoff.png
  inflating: images/button-large-up-sto.png
  inflating: images/button-large-up.jpg
  inflating: images/button-load.jpg
  inflating: images/button-small-arrow-down.jpg
  inflating: images/button-small-arrow-up.jpg
  inflating: images/button-small-down.jpg
 extracting: images/button-small-led-tcneg.png
 extracting: images/button-small-led-tcpos.png
  inflating: images/button-small-regen.jpg
  inflating: images/button-small-up-atz.png
  inflating: images/button-small-up-gozero.png
 extracting: images/button-small-up-jogmode.png
 extracting: images/button-small-up-jogstep.png
 extracting: images/button-small-up-minus.png
 extracting: images/button-small-up-plus.png
 extracting: images/button-small-up-ref4.png
 extracting: images/button-small-up-refx.png
 extracting: images/button-small-up-refy.png
 extracting: images/button-small-up-refz.png
 extracting: images/button-small-up-reset.png
 extracting: images/button-small-up-spincw.png
  inflating: images/button-small-up.jpg
 extracting: images/button-small-up.png
  inflating: images/button-small-viewmode.jpg
  inflating: images/button-up-closegcode.jpg
  inflating: images/button-up-code.jpg
  inflating: images/button-up-diag.jpg
  inflating: images/button-up-editgcode.jpg
  inflating: images/button-up-hold.jpg
  inflating: images/button-up-home.jpg
  inflating: images/button-up-loadgcode.jpg
  inflating: images/button-up-material.jpg
  inflating: images/button-up-offsets.jpg
  inflating: images/button-up-program.jpg
  inflating: images/button-up-recentfile.jpg
  inflating: images/button-up-reset.jpg
  inflating: images/button-up-reverse.jpg
  inflating: images/button-up-rewind.jpg
  inflating: images/button-up-settings.jpg
  inflating: images/button-up-start-green.jpg
  inflating: images/button-up-start.jpg
  inflating: images/button-up-step.jpg
  inflating: images/button-up-stop-red.jpg
  inflating: images/button-up-stop.jpg
  inflating: images/button-up-toolpath.jpg
  inflating: images/button-x+.jpg
  inflating: images/button-x-.jpg
  inflating: images/button-y+.jpg
  inflating: images/button-y-.jpg
  inflating: images/button-z+.jpg
  inflating: images/button-z-.jpg
  inflating: images/button-zero-4.jpg
  inflating: images/button-zero-x.jpg
  inflating: images/button-zero-y.jpg
  inflating: images/button-zero-z.jpg
  inflating: images/button-zero.jpg
  inflating: images/diag-background.jpg
  inflating: images/dro-background.jpg
  inflating: images/fidia-logo.bmp
  inflating: images/gcode-background.jpg
  inflating: images/gcode-background2.jpg
  inflating: images/led-off-down.jpg
  inflating: images/led-off-up.jpg
  inflating: images/led-on-down.jpg
  inflating: images/led-on-up.jpg
  inflating: images/mpg-background.jpg
C:\Mach4\Screens\wxMach>dir
 Volume in drive C has no label.
 Volume Serial Number is 0474-045E
 Directory of C:\Mach4\Screens\wxMach
07/08/2023  05:08 PM    <DIR>          .
07/08/2023  05:08 PM    <DIR>          ..
07/08/2023  05:08 PM    <DIR>          images
11/12/2020  06:08 PM           418,838 screen.xml
11/12/2020  06:09 PM           297,592 wxMach.set
               2 File(s)        716,430 bytes
               3 Dir(s)  265,903,362,048 bytes free
 
Now I'm going to zip all of it back up.  The syntax of the command is:
zip <zipfileName> <fileList>
In the example below, we want to zip screen.xml and the images directory with all of its contents.
C:\Mach4\Screens\wxMach>zip wxMach2.set screen.xml images\*.*
Steve