If you don't know what fsdiag.zip is there for then it's best to send it to the trash bin.
There is an fsdiag support tool that's associated with TalkTalk Online Defence (SuperSafe Boost). The tool starts gathering information. It creates the output file on your desktop. The name of the archive file is fsdiag.zip
You may find that your computer has run the fsdiag tool in the past to get diagnostic information. Perfectly ok to delete as you'd have passed that file on to the TalkTalk support OCE when requested.