You will notice a .zwo file attached to your workouts…
To use the custom workout file, click the link on the paperclip on the workout and save the .zwo file to your computer’s /Documents/Zwift/Workouts directory. Now when you start up Zwift you will see the workout under the Custom Workouts category in the workout picker.
And remember, the custom Zwift workouts are here:
For those using the iPad / iPhone versions, read this for directions: http://zwiftblog.com/copy-workout-files-zwift-ios/