This is the most basic step, but even this is non-trivial. There are multiple ways of password protecting a zip, ZipCrypto is insecure and not all software supports AES-256. Self-extractors will get stopped by AV and sometimes even password protected zips (as the AV can't read them).

You then have to communicate the password out-of-band, as emailing it would defeat the purpose. It may be hard to read over the phone and you have to trust it was not written down and the file is not then stored/forwarded unencrypted. Explaining the process to someone non-technical may be challenging.

Symmetric crypto is a mess, asymmetric would be great if secure key exchange could be easy. If only the software was as ubiquitous as zip handling is in the OS.