The USB port on the M-Vave and the one on the Zoom are both designed to be connected to a computer USB port (USB Host), they cannot be connected directly to one another, they are both USB 'Devices', like a mouse or keyboard. The bluetooth dongle is also designed to plug into a computer USB port (In this example it just plugs into the power brick), but it also has a socket that looks like a computer USB port (USB Host) and the Zoom can then be plugged into this.
This guy has a tutorial.
Sam x