For client-supplied audiobooks, BookBaby requires a single M4B file in a zipped folder to be uploaded. To create a zipped folder on a PC, right click the file, choose "send to" "compressed (zipped) folder". This will save a zipped folder with that file in the same location.
If you need further assistance, please see this help article from Microsoft.
For users on a mac, CTRL+click and choose "compress". For further assistance, here's Apple's article on zipped folders.