Yes, you have to make changes to un uncompressed file, which means it'll need to be zipped again and replace the old archive. But if two people want to edit the same file, you have to make certain they are really using the same uncompressed file as well, or you risk either overwriting the existing uncompressed copy (undoing any current changes to it), or they will be operating on one copy each which means whomever saves last overwrites the other person's changes.
However, things I would consider:
How much total space is needed by the compressed files?
How much total space would be needed by the files if they were uncompressed?
How much would that disk space cost (and I'd be surprised if you'd actually need to invest in more disk space anyway)?
How much will your development time cost?
And also, if you're not using MS Access to make use of your databases, why use mdb files?
Why not just migrate the data to MySql or PostGre SQL