Zipped folders are good for backup purposes and network transfer due to the higher compression and "single" file architecture.
NTFS compression is good if you need to save disk space and access the files often, but overhead occurs due to the file needing to be uncompressed before access and /or moving, then recompressed. As such, it is best to not alter or copy compressed files often.
Zipped folders must be extracted to execute / access the files.
Moving NTFS compressed files and folders to a "non-NTFS" drive removes the compression.
Zipped folders works with FAT32, NTFS and most extraction utilities.