If you don't like command lines then there a variety of ways and depends on what environment/distro you are using but in general if you copy the files into a directory, using your file manager (nautilus, dolphin, etc..) and then right click on the directory and select compress/archive/zip (whatever is there again depends on environment/distro/file manager). Make sure you select zip file. You should be left with a .zip file which you can read in windows in the normal way.
If you want to use the command line
zip -r output.zip input_directory1 input_directory2 ...
To learn more about the zip command use man zip.
I agree with silver back that getting people to install 7zip is a good idea, this will allow you to use better compression than zip files. If this solution is ok look up tar.gz and tar.bz compressions.
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