Hey there!
You're right in that a "pdx" is just a folder with a .pdx extension. The sideload site expects a zipped pdx folder, though.
To sideload the game to your playdate you can either use the sideload site, where you upload the zip (not the pdx itself), then download it from settings. OR, you can plug your playdate in and put the unzipped pdx on the device yourself - navigate to the games folder and drop it in there. I don't have my playdate on me so I can't give you the exact folder names, but that's the gist of it - if sideloading via play.date then use the zipped pdx; if sideloading via usb use the unzipped pdx.
Let me know if you're still having trouble!