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Open Windows Explorer and go to the OneDrive folder in the left nav pane.
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Select and right-click one or more files.
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Select Send to and choose Compressed (zipped) folder. Rename the .zip file if you want.
Tip: To extract the files, double click the .zip file, select Extract all and specify a folder to unpack to. For online only files, choose Yes when asked to make them available offline.
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Select the files to zip in the OneDrive folder in Finder.
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Press control-click and select Compress.
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The files will be compressed into an Archive.zip file. Rename the .zip file if you want.
Tip: To extract the files, double click the .zip file. It extracts into a folder by the same .zip file name.
You can't create a zip file with OneDrive for the web, but you can do it using the Windows Explorer on the desktop.
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Open Windows Explorer on the Windows desktop and go to the OneDrive folder in the left nav pane.
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Select and right-click one or more files and choose Compress to ZIP file.
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Rename the .zip file if you want
Tip: To extract files, double-click the zip file and download it. From Downloads, double click the zip file, select Extract all and choose a folder to extract to.