Heya!
While it doesn't quite compress them, Ren'Py actually has a native way of packing all of the game's files into a single archive file of sorts, to give a light means of encrypting all the many files you might use in your VN from prying eyes.
To do this, navigate to your options.rpy script, scroll all the way down and follow the template of adding file types into the list to get them added into the archive. (.png, .ogg, etc.) and then they'll all get packed into archive.rpa and considerably cut down on the amount of visible files present in the project when you compile your game.