In XP and later, yes you can create Zip files through windows, how you get a handle on that process I don't know.
Here is a pretty simple example with source code:
And something similiar to what Brian suggested, Shell WinZip in your app to create the archive. (Of course, I make the assumption you have WinZip installed on your machine.)
Read this if you want to know how to get a correct reply for your question:
^^Took that from planoie's profile^^
^^Modified text taken from gbianchi profile^^
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