You can do this, and it's tempting as it's much quicker than using the Export process via AudioDepot, but.... the files in the MUSIC folder are really for the machine's use only - hence the meaningless 'zz' names. If you only do a single recording to a track, the files should be ok to use, although you'll have to deduce which files equate to which tracks by listening to them. Once you do more recordings or punch-ins, even if it's a continuation on the same track, you'll get more zz files. If you try playing these on a computer, you'll find they are fragments of tracks and/or old bits of audio which have been overwritten. The files will not necessarily start at time zero, so they will also play out of sync in your DAW.
It is possible to piece these zz files back together on a computer - it's one of the ways you can recover audio as a last resort if the card has become corrupted - but it's very tedious. This is why the recommended procedure is to always use Export via AudioDepot, then each wave file is guaranteed to correspond to the latest state of each track and start at time zero.
Note this only applies to track files. The master file is treated differently - it lives in the song folder along with all the zz track files, but you can simply copy this to your computer - no 'export' process is involved.
Transferring edited zz files the other way - copying directly into the MUSIC folder without using Import - is even more risky as the song's index file (the .sys files in the folder) which stores information about which fragments are which, is now out of step with the zz files, so the song may not playback properly - you will have effectively corrupted the song.