Sometimes your documents can end up as fairly large file sizes, so compressing, or 'zipping', them might be a good idea, especially if you plan to email them. 
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If you are using Windows XP and above you can open a window (e.g. click on the My Documents icon on your desktop) and from the file menu choose New-Compressed (zipped) Folder.  Name your folder and press Enter.  You can now save your documents into this folder as if it was an ordinary folder.

Alteratively, right-click on the file in the window and choose Send to-Compressed (zipped) folder.   When you want to send it in an email you can add the folder as an attachment.  A 34K Word file I experimented with has been compressed to 8K so you can see how much file space can be saved zipping files.  You can also file manage existing files into this folder with drag and drop, or copy and paste.

Zipping is most effective for text files like Word documents.  If you are compressing image files like JPEG you may find the saving is less obvious because the JPEG format has already compressed the image.  A BMP image file should compress well though.  Another useful feature of zipping is that it enables you to send EXE files via email.  Some email programmes block EXE files so putting it into a ZIP folder might be a way round that.

When you receive a zipped file you can double-click on it and it should open in the programme that created it, so long as that programme is installed on your computer.

You may find that you have proprietary brands of zip programmes installed on your computers.  The following are sites to a few the most common which have help pages.

Winzip
Stuffit
PKZip

It doesn't matter which Zip programme was used to create the compressed file, you can use any to decompress it.