WinRAR/Zipping Files Question

Do programs such as WinRAR actually compress files or are they simply a means to neatly package many files together as one unit while not reducing the overall file size?

Whenever I attempt to "compress" files into a zipped archive with either WinRAR or the generic Windows option (i.e. right click --> send to --> compressed folder), the overall file is no smaller than the sum of its parts, even when I select "best" for the compression method in WinRAR. This has been happening to my friend as well, and I've downloaded many zipped files where, again, nothing really seems to be compressed.

Are we doing something incorrectly or aren't files actually compressed when creating zipped archives?

Thanks for your help!

Some files can be compressed, others not. I forget which extensions can be and can't be, thought.

I believe that music files do compress. I know that image files do not.

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