If you by user says it is an editor who would like to download them from inside episerver edit mode you will need to great some plugin for episerver. If the user is a visitor/editor you could use a standard page with functionallity of selecting assets from the websites and use custom code like http://stackoverflow.com/questions/1243929/how-to-zip-multiple-files-using-only-net-api-in-c-sharp to fix the zipping of files.

When using a page you could of cource add access rights to that page so only editors for instance can actually visit the page.