You can think of ZeroMQ as legos for building message queue-based messaging systems. ZeroMQ gives you different pieces - pushers, pullers, publishers, subscribers, routers, etc. and it's up to you to then hook them up in different ways to create the system you want. The guide gives you some different ideas of how to hook up the different pieces for common use cases, but there's nothing stopping you from building a custom one.

ZeroMQ is not an out-of-the-box MQ solution. It takes some work to understand and build a functional MQ solution with ZeroMQ. If you want something that works out of the box I recommend RabbitMQ.