Hey there 
Placing a zip in the modules folder of the Assets Library won’t let Foundry see it, it needs to be in User/Game Data.
You can use the Import Wizard for this. Have a look at Backing Up Your Forge Content 's section on Restoring Compendium Modules
If the zip file that you were given doesn’t contain a valid module.json, then you may have to ask your friend to re-export the compendium as a valid compendium module, which is also covered in that document here under Backing up Compendium Modules.
If you still have any issues, please let me know!