WYSE Management Suite Advanced App policy

We are using the cloud WMS platform with WYSE converter for PCs.   We are trying to push a file to the device that can be processed by the script.

This is straight from the WMS Admin Guide - the text is RED we cannot get to work. 

Important notes for Windows-based devices:
• Supports installation for Windows-based applications with extension .msi, .exe, .msu, .msp.
Application with any other extension is downloaded to %sytemdrive%\wyse\WDA" Ex: "C:\wyse\WDA.

• Supports script deployments with file extensions .bat, .cmd, .ps1, .vbs.
Script with any other extension is downloaded to %sytemdrive%\wyse\WDA" Ex: "C:\wyse\WDA.

We have tried a normal app policy and advanced app policy.   No matter what we do, the app or script with a different extension is NOT place in the c:\wyse\WDA folder on the device. 

The reason we need this is because the app we are trying to install is not available as an msi, exe, msu or msp.  So we are trying to push the file down and then use a powershell script to complete the install.  

The documentation makes it appear that the file with a different extension will just be placed into the c:\wyse\wda folder. 

Any help would be appreciated!