There are several ways that you can export your model from ZBrush for use in another program. How you do it will depend on your particular requirements.
You can export your model directly from ZBrush using the Export button in the Tool palette.
Alternatively you can use GoZ, or the 3D Printing Exporter.
Whichever method you use, you may want to export texture maps along with your model, so that all the color and detail that you created in ZBrush is taken along too. Explore these pages to learn how:
For a full list of file formats that ZBrush can import and export see the Import & Export page.