But when I closed Coolector and clicked on the datafile to upload it, the Coolector program opened
Your Mac currently has an coollection file. What you did is locate that empty coollection file and double-click it, which has opened it. But of course it's still empty.
You have delete that empty Coollection file from your Mac, and replace it with the one from your PC (now that you know the right location where to put it)
MyCoollection.cool datafile is 57KB
Initially the empty coollection file should be around 4KB. When you've replaced it, it should be 57KB.
Is it more clear?