Ug. I don't know of any direct Selection Dialog implementations, but I saw some File controls in a library somewhere (tree and listview). Not using the fpzipper though, it was a third party library. If you don't mind mixing your libraries you can use that library to create a file selection dialog. If you're interested in going down this path, let me know and I'll dig through a browser history and find that library.
You know, I'm sure I stumbled across those controls while reading through the zip64 review discussion you started a week or two back...