Short answer
HubSpot's KB: Super Admin or App Marketplace permissions are required. For Zoho CRM, add the Modified By field to the Zoho objects you want to sync. You choose your Zoho domain during connect and finish in a Zoho window.
1. In HubSpot
The relevant screen in my demo portal.

2. Worth knowing
Several Zoho products have separate integrations; pick the one matching the product.