A zip is one file that contains squished versions of a bunch of other files. You can send me the zip file. Then I can unzip it, restoring the original files.
Zipping is built-in to Windows from XP up, although there is also a popular zip program called 7-Zip.
7Zip
I like 7-Zip better than the zipper built into Windows. It's easier to use. Download 7-Zip and run the installation program. To zip a folder, right-click on it, and tell 7-Zip to do it's crazy zipping thing. To unzip a file, download it, right-click on the file, and tell 7-Zip to do it's crazy unzipping thing.
Here's a tutorial.
Windows Built-In
Here are some tutorials to show you how to be zippy with the standard Windows zipping. Try zipping and unzipping files on your own PC.
What is a ZIP File? Quite geeky.
Beginners Guide - How To Unzip and Zip Files