Open Folder Options in Control Panel.
Click Start, and then click Control Panel.
Click Appearance and Themes, and then click Folder Options.
On the View tab, select the Show encrypted or compressed NTFS files in color check box.
When you select this option, the names of encrypted or compressed NTFS files and folders will be displayed in a different color in the folder.
Folder Options overview
Compress a file or folder on an NTFS drive