I downloaded the file, converted it to epub and opened in it Sigil. Which was not very happy with it since quite a few files were not in the manifest's spine section. Looking at that segment in content.opf showed 4 files. I used the Modify Epub plugin to add unmanifested files to the manifest and that cleared up those errors.
The easier answer was to unpack the .zip file into a temp directory and then add the index.html file to calibre. Calibre will then parse that file and drag in the other files which are referenced. This file opened with a couple of minor errors from k9.html where there is a chunk of text wrapped in <blockquote></blockquote> tags without a block tag. Simply adding a <p> and </p> corrected that issue.