After using the CAD export tool in ZEMAX, you will find a file called “Zexport.msg” saved along with your corresponding IGES, STEP, SAT or STL file:

This file is a log file created by the CAD export tool in ZEMAX. This file is used for debugging purposes only and, under normal circumstances, can be deleted. If you find, in a specific instance, that the CAD export tool is not exporting your surfaces/objects properly, hold on to this file and contact ZEMAX technical support. You may be asked to provide this file for debugging purposes.
Windows interprets that the log file, based on its “.msg” extension, is a Microsoft Outlook file. This is incorrect. In reality, the file can be opened in a text editor like Notepad: