If you have a default installation of Windows, you can compress files without any 3rd party applications. Just select the file, right mouse click and choose > Send to... > Compressed (Zipped) folder.
Video: Send-to-Compressed-zipped-folder
I still prefer using a 3rd party compression tools as there are typically more options for types of packages it can compress and expand to. Please check out this interesting post about zipped migrated profiles in AutoCAD.
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