Michael, what type of computer OS are you using? I know that Windows 10 and Linux (at least in the Ubuntu flavor) have the ability to create a .zip file built it to the file browser; I would guess Mac OS does as well, but I hardly ever use a Mac, so I don't know for sure.
On Windows 10, it is not quite as obvious as it could be. If you select any file or set of files, you will right-click on them and choose the "Send to" option from the pop-up menu. One of the choices that will pop up for "Send to" is "Compressed (.zipped) folder" - choose that and it will create the .zip file in the same directory, giving you a chance to name it as you wish.