Having trouble finding info on that. Windows 10 is updated so they will naturally use strong enough encryption for most people to not think about that.
You might be able to go with BitLocker encryption which they list some info and choices for https://docs.microsoft.com/en-us/mem/configmgr/protect/tech-ref/bitlocker/settings
Zip files via Windows itself offers no DIRECT encryption ability as far as I can see. 3rd party like 7zip offers that ability. Windows uses other means.