I'm not sure of OOTB way, however you could write a java step in activity and refer below piece of code.

To zip all files in PRPC using Java API

java.lang.StringBuilder sb = new java.lang.StringBuilder();

char sep = PRFile.separatorChar;

String FileName = tools.getParamValue("FileName");

String TmpDir = pega.getSystemSettings().getFSSetting("initialization/explicittempdir", null, true, false);

String FullPath = TmpDir + "\\StaticContent\\global\\ServiceExport";

int BUFFER = 2048;

try {

         java.io.BufferedInputStream origin = null;

         String zipfileName = FullPath + sep + "SystemInfo.zip";

                    java.io.File f = new java.io.File(zipfileName);

                               f.createNewFile();

         java.io.FileOutputStream dest = new java.io.FileOutputStream(f);

         java.util.zip.ZipOutputStream out = new java.util.zip.ZipOutputStream(new java.io.BufferedOutputStream(dest));

         byte data[] = new byte[BUFFER];

         String files[] = {"FrameworkDetails.csv","HotFix.csv","DynamicSystemSettings.csv"};

          for(int i=0; i<files.length; i++){

            java.io.FileInputStream fi = new java.io.FileInputStream(FullPath + sep +files[i]);

            origin = new java.io.BufferedInputStream(fi, BUFFER);

            java.util.zip.ZipEntry entry = new java.util.zip.ZipEntry(files[i]);

            out.putNextEntry(entry);

            int count;

            while((count = origin.read(data, 0,

              BUFFER)) != -1)

            {

             out.write(data, 0, count);

            }

            origin.close();

          }

         out.close();

      }

catch (Exception e)

{

        oLog.error(e.getStackTrace());

}

Hope this helps!

As mentioned, there is no OOTB library to support this. You need to write java step or function to use java library to achieve this.