Hi Donna,
I haven't done this myself but when I have bought digital embroidery designs from Etsy, the designs and colour change/thread list sheets have come grouped together as a .zip file.
You can make a .zip file in Windows 7 by following the instructions in this link
https://condor.depaul.edu/slytinen/instructions/zip.html I see the instructions on the Etsy help board don't list .zip as a fle type you can upload, but it must work. The article I was looking at is here
www.etsy.com/uk/help/article/3850?ref=help_search_result
Let us know when your new shop opens.