Creating The Archive
The CBZ format format is the easiest one of all to create. All you need to do is name your image files in sequence and put them in a Zip archive using a program like WinZip or 7-Zip. I recommend 7-Zip because it is free to download and use, plus it can do things that WinZip cannot, like extract files from RAR archives. If you want to convert Comic Books in CBR format to CBZ 7-Zip can do it.
You can download 7-Zip here:
Here is 7-Zip in action. As you can see I'm giving my Zip archive the .cbz suffix.
In Linux you can create CBZ's from the command line using the zip command:
zip ArabianNights.cbz *.jpg