The simplest way is to compress the whole folder into a single ZIP file :
ZipFile.CreateFromDirectory Method (System.IO.Compression) | Microsoft Docs[
^] and then save that as a VARBINARY column.
But ... do bear in mind that such files will get pretty big, pretty soon - it may not be a good idea to store it directly in the DB as the DB size may get unmanageable fast, particularly when it comes to backups. It may be worth considering keeping the zips in a shared folder, and sorting the path to that file in the DB.
Depends on exactly what you are doing that this seems like a good idea, and we have no idea what that is!