As for how to use the gzip program, check out the command line parameters as detailed in the gzip manual
. You can also use GUI tool like 7-Zip to do your gzipping if you prefer that method.
As for how to serve gzipped content, that depends on what server you have and what settings it's running on, and whether the files you are serving are static or dynamic. (Dynamic files obviously need on-request gzipping, while static files can be gzipped once and choose to serve the gzipped version or the original version depending on the Accept-* headers sent by the client.)