Please see my comment to the question: what do you mean "how"? Do some work.
You can collect all files in some directory, recursively, using, one of these methods:
http://msdn.microsoft.com/en-us/library/system.io.directory.getfiles%28v=vs.110%29.aspx[
^].
With your file type it won't be a problem, but, just in case, be aware of one delicate problem I described in my past answer:
Directory.Get.Files search pattern problem[
^].
You can compress all the files in one somehow. In particular, you can ZIP them using one of the libraries. Please see my past answers:
Compare between two folders[
^],
Extract file rar with vb.net[
^].
See also this one:
http://sharpcompress.codeplex.com[
^].
Something like that. This is more of a work to be done; there is nothing special which requires some special advice, but you need to do the job by yourself. Any specific concerns? Anything else, where a Quick Answer could help?
—SA