like in Visual c++ its allowed you can open from zip all the headers / source etc files and then run it 
That is a typical stupid idea. It's certainly not supported by C::B and I really see no sense in making that happen so I doubt it will ever be. Projects usually have a folder structure which you have to follow if you want to compile a project. Even if you want to compile a single file in a ZIP archive it has to be extracted anyways. What happens in an "automised" process is that everything is extracted to a temporary folder and removed afterwards (including your modifications). So why should that make sense? The only meaningful way of dealing with ZIP archives is extracting the content of the to a folder of your choice and then operating as usual.
However, it is certainly possible to add support for "that" to C::B via a plugin. There is a special type of plugins dedicated for such things: MIME handler plugins. So if anyone wants to... feel free to add a handler accordingly through a plugin.
