Hi anonymous user-0197,
Thanks for posting the query. Please find below GIF and snap that shows the zipping of files from source into blob into a single zip file. If multiple files needs to be generated, we can use foreach and with variables in copy activity to do the same. Delimited text format supports any file extension that is delimited with configuration details (row and column delimiters) as specified in the dataset. Yes, binary can be used if file content need not be read by ADF and to copy various extensions of files and it shows up in blob as a .zip as shown below. If binary dataset is selected as source, destination also has to be binary.
Hope this helps! Please let us know for specific requirement and we will be glad to assist further.