Follow the instructions below.

You must be a HubSpot Super Admin or have HubSpot App Marketplace permissions in your HubSpot account.
Get started by navigating to the HubSpot Marketplace listing, enter your Zendesk subdomain and click on “Authorize”.
You will be prompted to enter your Zendesk credentials if you haven’t logged in.
Follow the instructions on the screen to setup your sync between Zendesk and HubSpot.
Select what data you would like to sync, review the sync settings and start syncing.

For more details on how to connect both applications, please have a look at the data sync help article

Data sync by HubSpot