You could make use of the Zendesk Migration App. Please navigate to Admin-->Apps-->Get More Apps-->Migrate from Zendesk-->Install. Once the Zendesk Migration App is installed on your Freshdesk Account, you could enter the Zendesk Domain, API Key from your Zendesk Account and Email Address and click on Connect.
That would initiate the migration of helpdesk data from Zendesk to your Freshdesk Account.