If you are using Windows, just follow the following steps:
Select your artworks or folder and then right click. Highlight "Send To." Click on "Compressed (zipped) Folder." A compressed folder will be created containing the same name as the file you compressed. It will be represented by a zipper icon. If you are using other operation systems, please download WinZip from http://www.winzip.com you can download a trial version for free.