Click and hold your mouse on the desktop.  Drag your mouse over the files you wish to select.

If you are in a folder. click on one of the files you wish to compress.

While holding down the shift key, press the last file you wish to send.  This will select all of the files.

If the files are not next to each other, you can hold down the control button and select them as well.

Right click on one of the files selected.

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Your new folder will appear and you can now rename if you would like.  It is now ready to send.

Creating a compressed zip folder to email large files