Can an archived executable file get infected inside the archive??

I had an executable file archived(winrar). My Bitdefender didn't showed me any warning when I first scanned it but now it says it's infected. I know and I am thinking that this is due to the virus signature update but also I put this question in general if you have executable files on your computer is it safer to keep them archived(winrar winzip) then not?? If a file is archived(winrar winzip) this means is protected from viruses??