erm probably a dumb question but where is this or how do I get it to stick it in my game zip?

If you have to ask that question, you're probably exporting from an engine. What engine is it?

Edit: for what it's worth, index.html is the default web page that loads from any website -- its front entrance, so to speak. That includes games. You need it there so that the server even knows what to send a player first.

It depends on what game engine you're using. Most game engines that export to HTML5 will create an single .html file that is the entry point for running your game in the browser. We require that the file is named index.html. There's a good chance that your engine may already export the game with that name. Remember that your engine must support exporting to HTML. If your game only creates exe files then it won't work.