Zip files are compressed archives containing documents, images, folders, basically any type of files on your computer. We create them to save space and make them more practical for sending via email or file sharing services.
You have more people using one computer and you don't want them to be able to shut it down using a shutdown button on Windows logon screen, this is how you remove it.
If you can't copy files that are bigger than 2 or 4 GB, usually HD movies and such, on to your USB key, it's usually due to the file system the USB key is formatted to.
