At the moment MultiCommander is only using the file extension to identify what archive format a file is.
(There are plans for auto detecting by trying to detect it by opening the file in the future)
If the file does not have any file extension you need to rename the file first to a name with a valid file extension.
if the file has a different file extension like .XZY but really is a zip archive. Then in the Extension Manager select the FSZip Plugin and in option add "XZY" is a file extension for that plugin.