I know you're only trying to figure out ePub and the conversion process with calibre (and I wish you luck in that endeavor), but I highly recommend downloading the Prizoner of Zenda from MobileRead's library instead:
https://www.mobileread.com/forums/sho...Prisoner+Zenda
It sounds like you may already have an empty book by that name in your calibre library. And since the empty ebook is already present, all subsequent imports of the same ebook will fail (depending on how you have calibre configured to handle duplicates.)
Make sure you remove any existing (empty) ebooks entitled "The Prizoner of Zenda" from your calibre library (be careful! That's just a personal recommendation, don't go deleting books from your library willy-nilly because some guy on the internet said to) and try importing the epub again. An empty title will have no formats listed under the cover image in the book detail pane.