MSYS2 distribution provides Zed as a package mingw-w64-zed. The package is available for UCRT64, MINGW64 and CLANG64 repositories. To download it, run
pacman -Syu
pacman -S $MINGW_PACKAGE_PREFIX-zedthen you can run zeditor CLI. Editor executable is installed under $MINGW_PREFIX/lib/zed directory