You would need the full XML export file from Zendesk. The .zip folder would have the following files - users.xml, tickets.xml, entries.xml, accounts.xml, organisations.xml, forums.xml, categories.xml, and posts.xml. Kindly provide these information to us by writing to support@freshdesk.com, we could have this imported into your account.
Apart from this, you could also install the Zendesk Migration app, from under Admin-->Apps-->Get More Apps-->Zendesk Migration-->Install. There, you could enter your Zendesk Account details, which would get migrated into your account, using the App.