Just a reminder that providing specifics on, sharing links to, or naming websites where ROMs can be accessed is against the rules. If your post has any of this information it will be removed.
Welcome to PokéCommunity! Register now and join one of the best fan communities on the 'net to talk Pokémon and more! We are not affiliated with The Pokémon Company or Nintendo.
I believe all you have to do, is give people the game.exe. After it's been compiled of course. The reason to compress the game is simply to send the entire game to your friends so they can also work on it. No matter what you wish to do, make sure your compile the game first.
By reading the second sentence of the link I sent you
But before that, make sure your game is fully complete by fully compiling it one last time (play it from within RPG Maker XP, and hold Ctrl at the start).