Self extracting archives

From windows Commande Help

Windows Commander also supports self extracting archives with EXE or COM extension. To open such an archive, place the cursor on the file and press CTRL+PgDn. To create a self extracting ZIP archive, rename a ZIP file to an EXE file. Windows Commander will then ask if you want to create a self extracting ZIP archive.
How to produce archives?

To pack and unpack files, you need special pack programs like pkzip.exe, pkunzip.exe, arj.exe, lha.exe, rar.exe, uc.exe
and ace.exe. Windows Commander can act as a shell for these programs. Additionally Windows Commander contains a Pkzip-compatible internal packer, which supports nearly all functions of pkzip, even the creation of multi-volume ZIP files! Only the encryption isn't supported because of the restrictive US export laws. The packer is based on Zlib by Jean-loup Gailly. The C source is freely available at the following ftp address on the Internet: ftp://ftp.uu.net/pub/archiving/zip

.TAR, .GZ and .CAB archives can only be unpacked, NOT created by Windows Commander.