This feature is currently supported with amavisd

It is planned to enable this feature in j-chkmail

So if you have amavisd installed you will see this feature

auto-compress feature allow you to automatically convert and compress attached files in outgoing/incoming mails.
This feature have 2 benefits :

• Prevent malicious executables codes running automatically when your users read mails or save attachments.
• Save bandwith by compressing attached documents

On the left pan, click on Messaging/Index section 

 

 

Select "Security" tab on Messaging section And Click on Auto-compress link to open the auto-compress settings

 

 

Enable the feature by clicking on the red circle and click on edit button.

With the Add button, add extensions you want to automatically compress into zip file