A family of Microsoft relational database management systems designed for ease of use.
The formatted values you see are not the actual stored values, so, as Hans says, you need to change the data type to Short Text. Zip codes are not really numbers, having no ordinal, cardinal, or scalar significance; they are an encoding system. They just happen to be made up of numeric characters.
Once you have changed the data type, execute the following UPDATE query to ensure that all the values are of five characters length:
UPDATE ZipCode
SET Zip = FORMAT(Zip, "00000");
It goes without saying that before making global changes like this it's imperative that you back up the table.