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A2A: A .zip file is a type of compressed file. There are many types of compression, but, for some, “ZIP” has become sort of a generic name for any compressed format.
You cannot convert a compressed file to an XML file. However, if the compressed file is the compressed version of an XML file (or contains it), then you can get that file simply by uncompressing the compressed one, a process which might also be referred to as extracting the file you want from a set of files in a compressed archive.
If you need to extract a file from a compressed one, I recommend the free and open source 7-Zip program. It can handle almost all compression methods in use.
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The two sorts of files are meant for different reasons.
E.g. a ZIP file contains any number of other files (of any type whatsoever, PDF, DOC, XML, DWG, BMP, etc. etc. etc.). It’s intended to reduce their sizes by looking for redundant pieces within them and then only storing each such redundant part once. Something called “compression”. There are alternatives for this sort of file, these days the best of them tend to be things like RAR and 7Z, they produce smaller files by finding more redundancy in originals than ZIP can.
A XML file is a data format, in particular called a serialization format. It’s a way of storing data into some structure so it can be retrieved later by another program. It’s very close to the same sort of format used in web pages (i.e. HTML). It’s mostly used for text only, since its format is effectively a text file which you can open and edit in something like Notepad. It’s highly inefficient with lots of added tat about the data inside, for the express purpose of making it manually editable. Alternatives to this include such formats as JSON and YAML, these still allow manual text based editing, but they’re more efficient as they don’t have such inordinate extra tat. There are other even more efficient ways too, though then they become binary files not manually editable, things like BSON, Protocol Buffers, etc.
Conversion between the two isn’t really possible, it would be analogous to converting between food and roads - makes no sense. What you can do is place one of them within the other. E.g. you can include a XML file as one of the files within a ZIP. You can also include a ZIP file as one data element inside a XML by first converting it to ASCII through something like Base64 and then storing it into a “blob” field inside the XML. But that’s not converting it, it is only containing it.