Linux can compress files and folders in differnt formats. It will compress as .gz, .bz2, .tar.gz, .tar.bz2, and .zip.
All these compression schemes have specific jobs. And you can see a discussion and history each here.
The one you'll probably be using most often is .zip. And Linux makes it easy. Simply right click on the file or folder (as shown in the screen shot) select "compress As" and then select the compression format from the list. Linux takes care of the rest!
Linux uses Ark as the GUI front end for compressing files and folders. So you can additionally open Ark as a program and perform archival and compression functions.
Linux and Ark make compression easy! You can zip up a file or folder for emailing or archival purposes. running Ark, you can also add to or remove form the archive you're working with.
And Ark comes with Linux for free and already installed.
So get a better compession utility on a better operating system. Get Linux.