The Zip file exists in the Stack-o-bot market place download. Creating a new Stack-o-bot project will create a copy of the zip file in the projects directory.
Alternatively,
The zip file also exists in your vault Cache Location. This is a directory where all your store assets are downloaded to. You can find this directory from your Epic Unreal Launcher in settings.
My Default location on my PC was a in a place that wasn’t intuitive in the slightest
Zip files don’t show up from from the UE5 import file browser. You need to open a new file explorer to see it. Then you can unzip it and import the files through Unreal’s import tool.
I unzipped mine to my downloads and was able to continue along with the tutorial.