Quick tip is to just install 7z https://sourceforge.net/projects/sevenzip/
The reason why I am writing this is that if you just Google how to do that you will probably go to https://tukaani.org/xz/ which is a great product but it is harder to use than 7z on Windows.
They have the same backward compatibility up to Windows 98 but xz.exe has to be run from the command line:
Anyway I will leave you with a fun fact that XZ utils can compress certain files 30% better than gzip. Hope that this post has saved you some time 🙂