You can override methods in ContentManager and then give your manager to your “Game” during initialization: Zip content file
They’re already compressed so you’d probably want to consider a RIFF file with the first block being whatever kind of name -> index|offset table you want instead of sticking them in a zip-file.
Zip does actually have just a store without compress option but I don’t have the foggiest idea how you actually use that without ancient tools. In which case zip it up and rename it to something like PAK and call it a day.