My educated guess is to find an app that can convert your files from that format to the one you need, otherwise, you would have to select that format prior moving your game onto your computer from construct. What I mean is that say I have a game I made with Engine ABC, when I'm done, Engine ABC provides options for choosing a format for the game so I can move it onto my computer as a finished product.
Example, with programs like LMMS or Reaper, I choose which format I want for the audio files I just created. In my case, it's mp3, wav, etc.
The .zip is just a folder to store your files, folders, data, etc. and compresses them for easier transfers. To my knowledge you can't convert anything per se to a .zip because it's just a compressed folder. Don't worry about being new to this, we all were at one time or another. You can do this!
Googling it would probably make better sense. The way I speak probably sounds like coding language instead of english. lol