php-zmq is conveniently installable over package managers for linux derivates:
as of February 2020
Debian from version 9 up
https://packages.debian.org/stretch/php/php-zmq
Ubuntu from version 16.04 up
https://packages.ubuntu.com/xenial/php/php-zmq
Fedora 29 and up:
https://rpmfind.net/linux/rpm2html/search.php?query=php-zmq
Thanks to the maintainers, i just tried successfully some examples on Fedora 29 Workstation which worked out of the box.