No, I think you are doing it wrong.
- Open the Armoria website.
- Make sure that the Armoria editor is open: there should be one large coat of arms, not a whole page full of small ones.
- Edit that coat of arms as needed.
- In the top menu choose Save > Copy COA string. The code for you coat of arms will copied into the clipboard.
- In the Emblem window of the city generator paste that string into input field (replacing the previous value).
- Press OK.
No additional files need to be involved, everything works via the clipboard. Unless you want to save your design for later - in notepad or whatever.