Hey...
After you add your file to WinZip, you still need to create the zip archive... that's what creates the zip file.
There are easier ways to create zips though... open your Windows Explorer and find the file you want to zip. Right click on the file and click "Add to Zip". Give it a name and that should take care of it.
If you want to zip multiple files, then put them all in one folder and then right click on the folder and click "Add to Zip" just like the above.
Good luck!