Folder containing .ai, .mov and .aep files needs to be a single .mp4

I am working on a project for school. I have finished all of the work, however I am required to put all the files into a folder and then turn the folder into an mp4. The folder contains 1 .ai file, 4 .aep files and 4 .mov files. It then needs to open just like a regular folder, so that you can view and select the contents. I can't figure out any way to do this. Converting to .mp4 breaks these files, and it certainly won't open the way a folder would.