No. You can leave the file name alone.
Something y'all are doing to obtain the font files simply is not usual/typical. If you have a ZIP program like 7Zip, try copying the fonts to the boss' desktop. Then try viewing them. In Windows, you should be able to double-click on them and they will simply display. Or, right-click on them and choose to Preview them.
In any case, make sure they are not shortcuts to the actual font files. Then ZIP them, copy that to the USB drive and unzip them on your desktop. Then select all of them, right-click on them and choose to install them.