Zip is not included as a part of Check Point's linux installation.
zip and gunzip are two different file-types and support different compression algorithms.
- https://linux.die.net/man/1/gunzip
- https://linux.die.net/man/1/zip
If you have to copy files over to a gateway or management, then I would recommend using TAR and gzip/xz formats as those are supported.
If the compression method is unable to be changed, then it is possible to use python on the manager in order to unpack the zip file.
# python -m zipfile -e zipfile.zip .