The application encrypts the messages and the files using the format specified in the preferences. The default choice for Windows and Linux recipients is ZIP format.
Some email providers don't accept encrypted ZIP files attachments. One of such providers could be Gmail (here is a post on a Google forums about this topic that seems to describe this situation).
If you want to send or receive ZIP encrypted attachments, you will then need to make sure to use an email service provider that allows you to send and receive these types of attachments, iCloud from Apple for example. Here is how to setup the iCloud account on Encrypt Email.