1. Download ZAP from below link.
https://github.com/zaproxy/zaproxy/wiki/DownloadsDownload linux package from this link.
2. Extract the downloaded file.
I extracted this file inside Home -> securitytesting.
3. Open ZAP using command prompt.
Open command prompt by using ctrl + alt + T.
Go to Home -> securitytesting -> ZAP_2.6.0 in command prompt by using cd securitytesting/ZAP_2.6.0