file.pizza if this is a one off or rare occurrence. If you’re doing this regularly, there are better options, provided the person at the “source” computer is competent. A significant question is whether or not these computers are on the same network. I would recommend running a HTTP server if you don’t care about privacy, HTTPS if you do. There’s no need to buy an SSL certificate, self-signed is more than adequate for this purpose.
It’s more complicated to set up, but the advantage is that when you’re done you can send the receiving party a link they can open in any web browser, no hassle.
What you’re describing is just compressing in a ZIP file. Zip files are lossless, you have nothing to worry about. When you throw a JPG in a zip file, and then extract it later, you’ll get the exact identical JPG back.
You only have to worry about jpg’s lossy compression if you’re using a photo editor like Photoshop, GIMP, etc. “Compressing” it in a zip changes nothing. Moving or copying it doesn’t lose quality either.