If ZAP is configured for 127.0.0.1 as the local proxy it only listens locally (loopback).
If
you change the local proxy setting to 0.0.0.0 it will listen on all
interfaces (including loopback). Or you can configure it to listen on a
specific IP.
If you configure it for something other than
loopback consider that others on the same subnet (or public network, or
the internet) may have access to it and could use it maliciously against
you or against others.
I just tested this with two windows machines with one running ZAP on
127.0.0.1:8080 a remote machine can't connect, with
0.0.0.0:8080 it can.