Yes, if you are going to put the backups on a Windows server to be able to copy them to tape I agree that I would create a tar.gz file first.
Assuming the Windows share is mounted via cifs at, say, /mnt/win-back/, then I would run first as root:
to create the backup file, and then I would run as root:
tar -czvf /root/backup_$(date +%y%m%d).tar.gz /opt/zimbra/backup
to copy the tar.gz files to the Windows server.
cp ~/backup*.tar.gz /mnt/win-backup/
Probably you'll want to change the Zimbra crontab to run mostly full backups every day (do run an incremental every now and then to move the old redo logs to /opt/zimbra/backup). You'll need to delete the old tar.gz backup files from /root periodically.
This could all be automated via a bash script too at some point.
Hope that helps get you started!