Since there are no apps that support reading zip or rar files, you probably won't physically see the zip file on the phone.
On a side note, a friend emailed me photos in a zip file, when I opened the zip file through the email, a file explorer page opened up with the all the photos listed in it and I was able to tap and open each photo. So you should try emailing it to yourself and open it that way and then save the individual files.