Do you have ArcGIS? If so, open ArcCatalog. The feature class should be flagged as "Compressed". If you don't have ArcGIS, look under the file geodatabase folder for files with a .gdbtable.sdc extension. If you find any tables with this extension, at least some of the data is compressed. If we can not determine if the data is compressed by either of these methods you can copy the zip file to the esri ftp site.
I've added an enhancement request for compressed data support and we will consider it for a future release.