Append `&outputformat=SHAPE-ZIP` to the request, as in this example (replace the `ws_world:world_cities` with ur workspace and layer)

http://hostname.com/geoserver/ws_world/ows?service=WFS&version=1.0.0&request=GetFeature&typeName=ws_world:world_cities&maxfeatures=50&outputformat=SHAPE-ZIP