I see that this option is good for slow connections, because it enables the compression. But what this really means?Will this option compress the data only during the transfer?Or the files in the destination will be compressed?The files in the origin will be temporary compressed at the origin folder causing damages on a database for example? Or can I run it safe for copy the database files? 
Is safe to use rsync -z option for database sync (Postgresql binary replication)?
rsync;compression
Manual page explains, it is only used during transfer:-z, --compressWith  this  option, rsync compresses the file data as it is sent to the destination machine, which reduces the amount of data being transmitted -- something that is useful over a slow connection.  [...]Backing up living database files is never good idea and you should always stop database before touching the files, not only when you want the compression.