How to enable NTFS folder compression on Windows Server Core?
There is the compact utility that can change compression attribute from the command line. For example to set compression for the c:\docs directory and all files in it:
> compact /c /s:c:\docs *
A good description of the compact command is here:
Compressing a File or Folder
You should be aware of the limitations of NTFS compression before deciding to use it. Please see Understanding NTFS Compression.