No, not at all--they're just .zip files that just happen to contain a custom ROM.
There are special .zip files (update.zip, etc.) that the manufacturers can send-out that get put in your /cache filesystem (typically), but these are not put on in your "SD card" area(s). These are over-the-air (OTA) files and are special because they are "signed" and are the only things that can be "flashed" (installed) by your stock recovery system.
Custom ROMs cannot be signed by with the same key/signature that is used by the manufacture and is the reason why you need a custom recovery to flash them.