First, let's differentiate between Azul Zulu Prime JVM versions and Java SE level. The Java SE level is for example Java 8, or also written as 1.8.0. The Azul Zulu Prime JVM version providing the actual implementation is for example 22.214.171.124.
Both version numbers are part of the Azul Zulu Prime JVM installation path. Here an example: /opt/zing/zing-jdk1.8.0-126.96.36.199-12-x86_64
You can always install and use multiple Java SE Levels each using a different Azul Zulu Prime JVM version.
But if you want to install and use different Azul Zulu Prime JVM versions providing the same Java SE level, you need to use the ZVM tar.gz or .sh installation packages available on https://www.azul.com/software-downloads-and-documents/.
The Azul Zulu Prime JVM RPM and DEB packages always replace the previously installed Azul Zulu Prime JVM version. The tar.gz and .sh packages do not modify any previous installation.