Have you used uncompress command ?
--> uncompress your-file.Z
If *.Z is your extension in this case and it is using the LZ compression. If not, u can study using the file command.
# file your-file.Z
Remember, linux use extensions as an identifier for user only. In real linux, a file without a extension will still run accordingly by its application as those applications knows how to make full use of that file (be it a binary or a text file)
If the file is corrupted like Ricky mention, u can verify by running "md5sum" on the original file and the copied file. To make sure the file did not get corrupted during transfer.
# md5sum original-file.z
# md5sum copied-file.z