If your teacher has allowed handing in zip-files, the file will upload. You should upload this zip-file on the submission page. You then should see a zip-file with the same name as the folder you created appear. If you're on a PC using Windows, right-click the folder and in the menu that appears you should select Send to and then under that menu select Compressed (zipped) folder. There should be no other files in the folder (other than the files you want to submit). Put the files you want to submit in to the folder you created.
The name of the folder will become the name of the zip-file.
To create a zip-file, first create a folder. If your teacher has allowed it you can create a zip-file, that contains all the files you want to submit.