This week I did some research into lighting in Zbrush. Michael Pavlovich has a whole playlist dedicated to lighting in Zbrush. You can watch the whole series here. 

Zbrush makes it easy to add lights and place them around your model to get a basic render. I am sure that there are so many more possibilities and that I have only touched the surface of lighting in Zbrush but the basics are pretty simple and you can get a decent result pretty fast!