As wysiwyg's answer says, there is no event log that contains information on created ZIP files unless there was auditing in place for that directory, in which case you could theoretically look at which files were read right before the ZIP was created. I tested this by creating a ZIP file using Send to | Compressed (zipped) folder and consulting the main event logs, which had nothing about the incident. There are plenty of other smaller logs under Applications and Services Logs, but they are also not helpful. To prove that, we can use PowerShell!
Get-WinEvent -ListLog * | ? { $_.RecordCount -gt 0 } | % { Get-WinEvent -LogName $_.LogName -MaxEvents 100 } | ? { $_.ToXml().Contains('.zip') }
If run as administrator, this looks through every non-empty event log, gets the last hundred events, and returns any that include a mention of a .zip file. That produced zero results for me.
I was also unable to find any log files on disk that were updated during the incident. I checked that by watching for file system activity from explorer.exe using Process Monitor. It generated a boatload of events, far too many to look through manually, so I exported the log as a CSV. To get a list of the unique paths accessed (since the vast majority of events had to do with only a few paths), we can again use PowerShell:
Import-Csv C:\path\to\report.csv | group Path | select -ExpandProperty Name
Looking through the list reveals nothing interesting, only files that were involved in the zipping or were just touched by background processes.
If the ZIP file still exists on the disk, we can more or less prove that it was created when it claims to be (relevant since creation times can be falsified). That information is held in the Windows search index, which we can query using - you guessed it - PowerShell!
$sql = "select System.ItemName, System.DateCreated from SYSTEMINDEX where System.ItemName like '%.zip'"
$connector = [System.Data.OleDb.OleDbDataAdapter]::new($sql, "provider=search.collatordso;extended properties='application=windows';")
$data = [System.Data.DataSet]::new()
$connector.Fill($data)
$data.Tables[0]
(Based on code in this article by Russell Smith.) It produces the path and creation time (in UTC, not the system time zone) for each ZIP in the index. Alas, that doesn't tell what was included in the ZIP archive, but it's the best we can do.