These include files are just there for organizing, otherwise you would have one .xml (and that's skin.xml, it starts from there) with all the code in it.
Your problem with bitmap not found is something to do with winzip i guess... If it works unzipped, and not zipped you don't have the option Keep folder structure i guess..
Btw don't use winzip, but winrar.. search with google for winrar (it also supports zip)
It's free, and winzip damages the zip