To ensure you capture all files of a certain type you can use different methods.
You can use the "Get files near a link" option if files are in a foreign domain (see: Mirror with outside files). However, this is not restricted to any particular type.
You can also use Filters (scan rules). You may have noticed that the default WinHTTrack settings already accept certain filetypes (eg GIF and JPG):
+*.gif +*.jpg +*.css +*.js
All of those types above will be accepted, even if they are outside the start address or on a different domain. So if you want to accept all linked ZIP files, add this to your filters:
Simply adding a filter like