Nope. Aren't Macs wonderful? ;)

Software is available to mount ISOs as though they were mounted CD/DVDs, but it requires the user to already be prepared for this.

Zip would be your only real way to go.

For Windows 7 & earlier, software is available to mount ISOs as though they were mounted CD/DVDs, but it requires the user to already be prepared for this.
I've previously used MagicISO quite successfully.

This has changed with Windows 10 - you can now either Mount or Burn an ISO

From Addictive Tips : How To Natively Mount And Burn ISO Images In Windows 10

To mount a disc image, select the file in Windows Explorer and go to the Manage tab. The Manage tab is always context aware and the controls in it change depending on the selected file type. When you select the ISO file, the Manage tab featuring Disc Image Tools has two options; Mount and Burn.

If you choose to Mount the file, you can see what’s inside and even execute files in it.