Select the Resources tool from the Tool Menu of your site.
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.
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.