Does it take longer to download a zipped file than an unzipped file?

Solution 1:

When the connection is using compression, then of course.

You cannot efficiently compress data 2 times. So when compression is turned on, a 1 MB zip file will be transferred slower then a 1 MB txt file.

NB: This is dependent on the transfer protocol. FTP or other protocols don't have built-in compression. HTTP has.

Solution 2:

It's not true if you are downloading via standard FTP or HTTP. For other connection types see Christopher's answer.

Assuming the same connection the speed of download is determined by the size of the file.

There might be a delay at the end of the download if you have automatic virus checking enabled as it will have to open and unpack the zip file to check the contents rather than being able to check the file directly.