HOW TO MAKE ZIP FILES ON ITUNES?

Hello, I'm trying to upload a zip file from my computer online, but the problem here is I don't know how to make a zip file in the first place. I thought it was as simple as selecting the songs, right clicking, and clicking "compress" or something on my Itunes, But I don't have that option. Nor do i have the creat AAC or something like that. Can you please help me out here? On how to create a zip file in Itunes so i can export it and upload it online?