The MultiUpload page (Special:MultiUpload) says:
To unpack a .zip, .tar, .tar.gz, or .tgz file and upload the files contained within it, select the package file and then use the "Unpack" button that appears.
However, attempting to do so (using the "Unpack" button, not the "Upload files" button) gives the following error:
Error uploading package file
Error: ".zip" is not a permitted file type. Permitted file types are png, gif, jpg, jpeg, svg, ico, mp3, mid, wav, ogg, pdf.