By far the best way to use CBT is via the CBT dialog available on file 43 of the CBTTAPE.ORG files.?
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It allows you to browse and download (via FTP internally) directly to your z/OS system from the ISPF interface panels.? It keeps track of when files change on the site and you can update your local copy and also keep the old version around.?
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It's actually a really simple and great way to work with the files.? I have been using it for a couple years now and while occasionally I still download things from CBT to my PC, I very rarely use that copy for anything except viewing it on the PC, it's much easier to just bring up the rexx exec on the mainframe and get the files directly.? You can also view data about what's inside each of the files, but I honestly don't tend to use that part very much at all.
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It appears to be exactly what you are looking for because it goes directly from the CBTTAPE.ORG site to your z/OS instance.? Give it a try, you'll like it and likely never think about downloading a single file and then uploading it to your z/OS again.
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Brian