CMSIS-Zone is currently available as an executable Eclipse environment. Download the zipped archive from here and save it to your computer. Unzip it and run CDT_2019_3\eclipse\eclipse.exe.

Before creating the first project, you have to point the tool to your pack repository so that it can pick up relevant device information. Go to Window - Preferences and select CMSIS Packs:

Browse to your pack root folder, usually C:\users\username\AppData\Local\Arm\Packs. Click Apply and Close.

This concludes the installation and setup of the Eclipse environment.