Hi aNom,
to create CC notes in the Zaquencer you´d have to adjust Midi Alpha/Beta´s CC Nr in the Global menu first (encoders 25-32, depending on the track) and then you´d have to put some values in the track by selecting the Midi Ctrl Alpha/Beta parameter (buttons 6&7 in the top row) and enter some values. Then the Zaquencer has to play the track and it has to be umuted in the Mixer menu, to generate Midi CC messages. Have you checked if the output LEDs (below the track buttons) are lit when playing a sequence?
For Ableton to receive the Midi notes your Midi input device has to be selected in the Midi preferences. (either the “Track” or “Remote” button, I always mix those two up – select both if in doubt).
Now when you start playing the sequence in the Zaquencer and start mapping Midi in Ableton you should see the messages.
Cheers!
Christian