Since Azul Platform Prime (old name Zing) version 19.07 the ZST component is not needed anymore, which was required in earlier versions. To run Azul Platform Prime within a container you only need to install the JDK Stable Release or Stream Release package (tar.gz, RPM or DEB) inside the container. The JDK installation package is available on the Azul Platform Prime downloads page.
For recommendations about the Java heap size configuration in containers, see Heapsize Settings.
Alternatively, you can also directly use the public container images as explained in Get Started with Azul Platform Prime using Docker or in a Kubernetes system: Get Started with Azul Platform Prime in a Kubernetes Cluster. But those public images only provide the Stream Release, not the Stable Release.
About the differences between Stable Release and Stream Release refer to Release Notes.