If you follow the Substrate tutorial: Connect a local parachain there is a section where it shows you how to export information about its runtime and genesis state: Prepare the parachain collator.
1- Export the WebAssembly runtime for the parachain.
./target/release/parachain-template-node export-genesis-wasm --chain your-chainspec.json name-of-your-wasm
2- And Generate a parachain genesis state.
./target/release/parachain-template-node export-genesis-state --chain your-chainspec.json name-of-your-genesis-state
What you have to upload in the issue for requesting Rococo slots are this 2 files you have just generated:
name-of-your-genesis-state. Drag and drop the files exactly like that or you can copy the content of this files and paste there.
What means with the Do not submit a compressed file is basically to upload only the file and do not compressed it to avoid issues when retrieving the data.