You upload zip-archive with your game, so while building your project you should set this setting in Unity (Build settings -> Player settings -> Player). At least it worked for me.
It's important to know that GZIP encoding is less secure than Brotli because GZIP allows HTTP without HTTPS, whereas Brotli only works with HTTPS. If it's for controlled local validations, GZIP is fine, but if you want it to be more secure on your public server, it's recommended to make it work only with HTTPS, and Brotli would be safer.
Thank you very much for sharing the GZIP tip, though! It has been very helpful to me ;)