Select the Resources tool from the Tool Menu of your site.
Click Actions, and then select Compress to Zip Archive.
To the right of the folder you want to zip archive, from the Actions drop-down menu, select Compress to ZIP Archive.
This creates a zip file.
Zip File Contents
The zip file contains a copy of all of the subfolders and files inside the selected folder.
Note: The zip file is named the same as the Resource folder that was compressed. By default, the zip file is placed inside of the root folder of the site.