Hi RUDO,
Are you creating the Zip file first using the action CreateZip (I couldn't see it in your screenshot)?
Otherwise, you seem to be doing everything fine (without seeing the assigns and the input parameters from the screenshot). Have you debugged to guarantee that the query has some results and that the debugger is running through the AddFile actions? It might be that the query result is empty and therefore no file is added to the Zip.
Kind regards,
João