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
Code:
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.
to find out more type:
Code:
man tar
man gzip
man bzip2