This is not a perl answer, indeed it is not really a perl question in the first place but you can create an executable self-extracting archive from a .zip file on LInux by prepending the /usr/bin/unzipsfx file to your zip file if you want a Linux executable or by doing the same with the unzipsfx.exe file from windows if you want a windows executable. How you obtain these is your problem to solve - as I said this is not a Perl question.
/J\
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