Make sure you have Python 3.8 - Debian ships with Python 3.7 by default.
If you cannot install Python 3.8 in your system, you can run Zato under Debian in a Docker container or under Ubuntu, which defaults to Python 3.8+.
add-apt-repository \
"deb [arch=amd64] https://zato.io/repo/stable/3.2/debian $(lsb_release -cs) main"
That concludes the process - you can refer to the main documentation index now.