wait. if I get it right you want to put pictures into the folder and then compress this folder?
all the programs can do that, winrar, winzip, 7zip, etc.
if you need step by step instructions you can check out this article
or this website how to zip a file
the most important thing is the software. after you get it installed you can right click on the folder and choose add to archive or something like that, it's really easy