ZIP is the archive format every operating system opens without being asked. Each file inside is compressed on its own, which is why you can pull one out without unpacking the rest, and why it compresses a folder of similar files less tightly than formats that treat them as one stream.
Every conversion below runs in this page, on your own machine. Nothing is uploaded, there is no queue, and there is no account to make. Pick a target format, or just drop a ZIP file above and choose afterwards.