Hello rebeccafromminnesota,
Thank you for posting in Apple Support communities. We understand that you are wanting to know if you've saved your photos to a zip file on your PC and delete them from iCloud will they be deleted on the zip file on your PC. We would love to provide you support on this.
The quickest answer to your question is yes they will be saved in the zip file on your PC they will not be deleted from your PC zip file if deleted from iCloud. This is because you've changed the format of the photos and saved it on a device as a zip file and iCloud doesn't have access to that file.
Here are some ways to save your photos with out using iCloud:
Move your Photos library to save space on your Mac
Archive or make copies of the information you store in iCloud
Thank you for allowing us to support you.
Have an awesome and productive day!