There's a different mechanism and modules. For example, ZIA is primarily for internet access from the user's side. We can forward the traffic using the ZIA client connector agent installed on user machines like laptops and desktops.
Users can log in using their credentials and even use single sign-on. Once logged in, their traffic is forwarded to the Zscaler cloud.
Based on the user profile, we can define policies on what type of content they can access, like streaming or specific file types. It provides data protection as well.
Alternatively, there's another configuration. If we can't install an agent, we can forward traffic using a PAC file URL to Zscaler servers.