While throwing a bunch of documents or other files into your favourite archiving tool before emailing them isn't much of a burden, if it's a regular activity, removing the step can potentially save you a lot of time. If you're using Thunderbird, then Auto Compress File is the extension for you.
The add-on can be downloaded from Mozilla's extension library and is as straightforward or complicated to use as you want it to be. You can set up filters to exclude certain filenames or extensions, take action based on recipients, as well as auto-compress based on file sizes and even compression ratios.
Attachments are processed using the Deflate algorithm, traditionally used in ZIP archives, so the resulting file will be compatible with any decent decompressor.
Keep in mind that many file formats won't benefit from compression, including most image types and even some documents (DOCX, for example). That said, Auto Compress File can be used as an organisational tool instead, storing such files into a single archive.