Hi Thiago,
CA Service Desk has two web services APIs available - one is SOAP web services, and the other is RESTful web services. I am not familiar with Zabbix, but depending on what capability it has, it would most likely use one or both of those types of web services interfaces. For information on using the web services APIs with CA Service Desk, please see the following section of the documentation: Web Services Management - CA Service Management - 14.1 - CA Technologies Documentation
This will provide you with the info you need to get started.
With that I will also just give you a note of caution that CA Support is not able to assist you in creating web services apps, or troubleshooting custom web services apps as that is outside the scope of support. So please keep that in mind when going this route.
Hope this helps.
Thanks,
Jon I.