Depends on your operating system if you are a Windows machine the best option is to highlight the all the contents of the USB drive. Once you do that right click and copy the files, then create a new folder on the system then paste all the files into the folder on the system. Then right click the backup folder and right click archive. It is best to name the file as the time and date when you created the file.
If you used a Unix or Linux operating system then use the zip -R <zipfilename.zip> <folders> and move the file onto the zip file on to the system.