Hi
To zip anything just find it on your computer (I am assuming windows here....) if you are in calibre left click on "click to open" in the book info to find the file, then right click on the filename and you will get various options already built in to windows. One of them will be to "send to". mouse over this then left click on compressed folder. You have just zipped a single file in the same folder as your original file.
of course, it might still be too big........
Or you could just sideload the big files with a USB cable.....