There are two obvious issues with the code as posted.
One is a simple SAS programming mistake. Macro references (& and %) are not evaluated inside of strings that are using single quote characters on the outside. Use double quote characters instead.
"&Path/names.zip"
Second is that the virtual machine cannot see your file system. It can only see the folder you shared (and any folder and files under it). So if you mapped the folder on your MAC named
/Users/me/my_SAS_Stuff
to the unix path on the virtual machine named:
/folders/myfolders
Then in your SAS code ALL of the paths that you use must start with:
/folders/myfolders
So you need change the value you assign to the PATH macro variable to reflect this. It cannot start with c: like in your code.
If you are not sure where SAS sees the files you can ask it by looking at the path in the properties of the file in the FILES and FOLDERS view.