To measure zener voltage, it's nice to have a current source. You can make a sloppy one with a lab supply (voltage source) and a pnp transistor. For example, connect the emitter of the pnp (2N3906) through a 600 ohm resistor to +vout of the lab supply. Connect 2 diodes (1N4148) in series between the +vout of the lab supply and the base of the pnp with the cathodes pointing towards the base. Connect a 47k ohm resitor from the base to the -vout of the lab supply. Finally the DUT (device under test), in this case the zener, connects between the collector of the pnp and the -vout of the lab supply with the cathode pointing toward the collector of the pnp. Now increase the lab supply voltage until the collector voltage (voltage across the zener stops rising). Read the zener voltage. The 600 ohm resistor can be adjusted for different currents. Good Luck