If everything is done properly, it makes no difference what the filename is.
However, some people get in trouble adding a .zip extension--either because they don't understand the subtleties of how extensions can be parsed differently by the command line vs. by Windows Explorer, or else because there's a conflict with third-party zip utilities installed on their PC.
Therefore, the safest thing to do is to leave the filename as is. Or if you do rename it, make it something easy to type and don't add any extension.
Also, some 3rd-party anti-malware software may need to be suspended (built-in Windows Defender is ok). Be sure you run adb from an administrator-level command-line. I think that covers the more common problems people have encountered.