When handling archiving files on Windows I like to use 7-Zip given it is fast and supports several formats. Download can be done in the official website: https://www.7-zip.org/
Installation is very simple. Since in my case I’m running Windows 64-bit, the first download option is the correct one.
In the first window we select the destination folder and click in Install.
Installation is really quick and we can then Close the window.
7-Zip adds a context menu nicelly on Windows. If you are using Windows 11, you may want to check this additional post on how to revert back context menu to classic mode Windows 11 – Classic Context Menu – Fernando Silva
Now you can use the context menu to Add to archive, Extract, etc.
The nice thing in additionally to being free software is that 7-Zip has a SDK for LZMA compression as well. So if you are a developer you can leverage the APIs to perform compress/decompress operations in your files. The SDK can be obtained at LZMA SDK (Software Development Kit) (7-zip.org) and it is licensed under public domain.