Files can be zipped and unzipped, compressed or un-compressed with class CL_ABAP_ZIP or class cl_abap_gzip. The format (for class CL_ABAP_GZIP is GZIP and this setup works for Text files and Binary files. Method COMPRESS_BINARY will pick up a RAW value (like RAWSTRING) and return it in condensed form. The same can be done in reverse and for texts.
The resulting "condensed form" can be stored in a .zip format and windows can unzip it from that. Though I've not tried this. SDN blog entries suggest only a single file can be zipped, so no folders or multiple files are supported. Class cl_doc_zipper takes things further, in this class multiple files can be added to a single .zip archive - however, the class is not yet available on the system I'm currently working on (EHP7 for SAP ERP 6.0).
Wouldn't it be nice though: have your interface produce 20 files which are zipped into a single archive file which is password protected and added as an attachment on an email. Just like that.