html to posts, jpg to featured image, zip file contains jpg and html

There is no automatic way to transform any random HTML into wordpress posts, as an HTML page contains both the layout+styling of the page and the content. To separate the content in order to create a post out of it you need to know what part of the HTML is styling and what part is content, something that is not very trivial to do.

Featured images are much easier, but you will still need the post with which to associate them