Test for the end of the line with $ and escape the second . with a backslash so it only matches a period and not any character.
grep ".*\.zip$"
grep ".*\.zip$" However ls *.zip is a more natural way to do this if you want to list all the .zip files in the current directory or find . -name "*.zip" for all .zip files in the sub-directories starting from (and including) the current directory.