The root issue is that zipcodes though numeric in content (at least in the US) should not be treated as number (data type) but instead as a text (string) value
To tell Excel to treat this numeric data as a string you to either
* Precede the value with a single quote (') - Excel will treat the rest of the data as a string (and won't hide the leading zeros)
* Before entering the value set the format to TEXT which will tell Excel to take the entry verbatim with no inferring what the data represents (i.e. a number or date)