Oftentimes the files in zip are stored with path (/Data) included, so you've either :
* to unzip in TDMModpack folder instead of SE4
* or directly in TDMModpack\Data folder AND disable "use folder name" option when extracting.
NB : you can also setup Winzip to always have its window "above" others, then just drag and drop the files where you want under the file explorer ...