First things first, you must use a SCSI Zip drive on that Mac. Parallel port Zip drives require a parallel port, which is only found on PCs, if you connect a parallel port device to a SCSI port, at the very least, it simply won't work. At the most, you may damage the SCSI bus on the logic board, or the drive. Make sure the drive is definitely a SCSI unit before connecting it.
Once you have a SCSI Zip drive, connecting it is a case of using a male DB-25 -> male DB-25 SCSI cable, and ensuring that you have the Iomega Driver installed in the Extensions folder.