Afraid I don't have any specific documentation from our own help center to assist with what you're asking. However, it sounds like you're just needing to generate a CSR from the Zen server. Ran a quick search on this and found the following info on creating a CSR within Zen Load Balancer. Perhaps this will be somewhere to start.
Let us know how it goes.
CG - GoDaddy | Community Moderator 24/7 support available at x.co/247support