By using the Compress-Archive cmdlet. The syntax of Compress-Archivecmdlet is simple, provide the -Path of the folder which you want to compress, then provide the -DestinationPath of your .zip file and then set a -CompressionLevel, and after that hit enter.
Compress-Archive -CompressionLevel Optimal -Path C:\temp\Data\
-DestinationPath C:\temp\Compress.zip