s3 bootloop switching to cyanogenmod with cwm
As your device supports an external microSD card: take that card, put it into a card-reader (if you don't have one: now's the time to buy it; they come for less than 10 bucks), attach the reader to your PC. Now, copy the file to the root of the card, safely unmount, then put the card back into your phone. You should be able to flash it then.

For what possibly happened: you might have placed the file in the root of the internal SDCard. Recovery is looking on the external card.