It depends on what kind of compressed files they are. They could be compressed archives (like 7-zip, winrar, zip) or they could be NTFS compressed files. What do these files look like? What are the extensions on them?
If you simply want to find what files are using up space on the drive (no matter what they are), then download this app
http://www.jam-software.com/treesize_free/ It will tell you what files are using up space on your drive. It will show you a graph and sort by most space to least space, so you can decide what you need to delete.
If you see something in that program and you don't know whether it is safe or not to delete, just post back here.