A couple things:
glob() returns an array of matches, so you'll need to walk through the array; you can't use the result directly as a file.
The matches returned will include any path information you used as the "search" string, so if you do glob('directory/subdir/*.zip'), the resulting matches will be something like "directory/subdir/filename.zip', not just 'filename.zip'. (You can use the [man]basename[/man] function if you want to trim off the directory info.)
In your sample code, note that '/zip/' is different than '../zip/', with the former looking for a directory "zip" just under the root directory of the file system, while the latter is looking for it under the directory just above the current working directory.
Anyway, if you know the file will be "FILE_9999.zip" format, then you could do something like:
$matches = glob('../zip/FILE_*.zip');
if(count($matches) == 1)
{
echo "The file is: " . basename($matches[0]);
}
elseif(count($matches) == 0)
{
echo "No file found.";
}
else
{
echo "Multiple matches found: " . implode(', ', $matches);
}