You can download WinRAR from the course software page.
To create a file with WinRAR, first select all of the files you want to add. Then, right-click the files and select "Add to archive…".
When the WinRAR window appears, make sure you select the "ZIP" archive format.
Press "OK" and a .zip file will be created in the same directory.
You should submit the .zip file to the submission server. The name of the .zip file doesn't matter when submitting it.