You can download the latest binary from here or from the GitHub release page.
1.) Download the latest version: zsd-linux-v1.3.0.tgz
2.) Run it: ./zsd <FILE> <ACTION>
1.) Download the latest version: zsd-freebsd-v1.3.0.tgz
2.) Run it: ./zsd <FILE> <ACTION>
1.) Download the latest version: zsd-solaris-v1.3.0.tgz
2.) Run it: ./zsd <FILE> <ACTION>
1.) Download the latest version: zsd-darwin-v1.3.0.tgz
2.) Run it: ./zsd <FILE> <ACTION>
Checkout Usage how to use it.