Using TZipFile to create a new archive

I am attempting to use the TZipFile class to create a new zip file and add some files to it. I am able to add files to an existing archive using this code:

TZipFile *  zip = new TZipFile();
zip->Open(fileName, zmReadWrite);
zip->Add("C:\\0\\t.txt");
zip->Close();

However, I am not sure how I can create a new archive in code, and then add files to it. I tried calling zip->Open on a non-existent file thinking that maybe that would create the archive, however that just caused an access violation.