CONFIG_SYS_SUPPORTS_ZBOOT is not available for thedefaultarchitecture x86.
Result is shown for architecture mips

CONFIG_SYS_SUPPORTS_ZBOOT (not configurable)

configname: CONFIG_SYS_SUPPORTS_ZBOOT

Linux/MIPS Kernel Configuration
└─>CPU selection
└─>SYS_SUPPORTS_ZBOOT
In linux kernel since version 2.6.33 (release Date: 2010-02-24)  
selects
CONFIG_HAVE_KERNEL_GZIP
CONFIG_HAVE_KERNEL_BZIP2
CONFIG_HAVE_KERNEL_LZMA
CONFIG_HAVE_KERNEL_LZO
CONFIG_HAVE_KERNEL_LZ4
CONFIG_HAVE_KERNEL_XZ