Hi there 
I’m going to try breaking this up into separate sections which I hope will help to answer your questions!
Creating adventure compendiums in Forge
This reddit post takes a stab at answering that flow, so I’ll link to it here https://www.reddit.com/r/ForgeVTT/comments/16cvvev/instructions_creating_exportable_adventures/
Restore an exported compendium module to local Foundry
Your approach here is correct, you want to export the compendium module as specified here Backing Up Your Forge Content
Then, inside your Foundry Data folder for modules (Windows usually has it at %LocalAppData%\FoundryVTT\Data\modules), you can extract the exported zip.
You need to activate the module in your Foundry world’s module manager.
As long as the module’s prerequisites are met (Foundry version and system version) then your local Foundry shouldn’t have any issues picking it up.
If it isn’t, then it’s a bit tricky to guess at where it’s going wrong, but it’s likely a very easy fix. Hmm, could I invite you to make a ticket on the Forge’s Discord Server where you could make a ticket in the #ticket-support channel where you can privately share the module export you made? You can also PM me a link to it here on the forum if you prefer. If I can see what the exported module looks like, I can likely help you spot why Foundry isn’t picking it up