Instead of "zip", Apple uses the term Archive or Compress. To make a zip file, select the items you want to zip up and open up the File menu and select "Create Archive" or "Compress (if you're using Leopard). This is how you create a zip file in Mac OS X. You can ctrl-click on any item to get this option as well.
For example, you want to compress your folder called “Arizona”. Select this folder then open the File menu and then choose Create Archive of Arizona or Compress Arizona. Next to that folder in the Finder you will see another file called Arizona.zip. This is the zip file you just created.
You can select one or more files or folders together to make a zip file. When you select multiple files or folders then in the menu you’ll read Create Archive of ‘n’ items. But it is always a good idea to create one folder, put all the files in it and create its zip. This will trim down clutter on your machine.
Once you have your compressed file you can attach it to an email and send it off.
One note: Just because you compress a bunch of files into one .zip file it still might be too big for an email. In that case you make have to break the files into several compressed files and several emails. To check the file size of a compressed file click the icon and control click. Chose "Get Info" from the menu that pops up. From this screen you can see the file size. It is generally a good idea to keep email attachments under 5mb. Many servers won't accept more than that.