Hmm - it's a shame that all the images are embedded, rather than linked. That does make for a very large and potentially unstable file. However, if the icon isn't showing up correctly it may be that the file has suffered some corruption on the way from Windows to Mac. Are you able to open it on the Windows PC and zip it before putting on the flash drive? That can help to preserve the integrity of files during their journey from Windows to Mac.
Regards,
Malcolm