Usually, a web designer would rely on a database and software to handle this kind of job so that everything can be maintained and updated easily. This is probably not something you can do on your own yet. This task would generally require a mySQL database to hold the information about each Zip Code, and some software to do all of the work involved in organizing and displaying the information. The job isn't difficult, but it does require some experience in programming, database, and web design.
But since you're apparently new to web design, you have two choices. You can look in the online script directories to see if someone has a ready-made script that would work for you, or you can simply build your site one page at a time.