Just to clarify. MC does import zip files (I have over a 100) but they are treated as document files. Double clicking one will open the file with the default external program (usually WinZip).
ZIP isn't in the auto-imports file type listing, or in the Options > File Types settings. You must have added it, or manually imported those.
But, yes, technically MC will import
any file type, and it places those that are handled externally in the Documents part of the Tree (by default), and then open them using the default associated application in Windows. You can drag-drop any file from Windows Explorer to MC's Title Bar (or other droppable areas) and choose Import from the pop-up that appears and it'll import them. You can also modify MC's extension list to add things to Auto-Import if you are crafty.
But, I don't think that is what wildcrafter was looking for. What is inside those zip files? I'm assuming audio content of some kind, or some other file type that you want handled as media.