eschwartz is right.
Those files you're looking at appear to be the contents of an .epub book, which is really a zip file.
My guess about what happened is that your email program was trying to be too smart. It recognized the .epub as a zip file and "helpfully" changed the extension for you when saved it. Then when you double-clicked on the .zip file, your operating system opened it as if it were a folder.
If I'm right, you should have a .zip file somewhere that you downloaded from your email program. Like eschwartz said, change the extension of that file from .zip to .epub. Then you should be able to drag and drop it into Calibre to read it.
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