When you download labels or reports from Zubi you will have PDFs available to print. [See here for solution about downloading].
The report PDFs will be just like any other A4 sized documents you will have worked with before. Just print using your usual printer. Or attach to an email, or save into you usual document filing system.
The label files are just the same as other PDFs, but they are a smaller size, usually. If you are creating these PDFs in order to print black and white adhesive labels you will need the label printer set up and connected to your computer.
There is no need for other software between Zubi and the printer, just print as you would for other files going to other printers.