You don't need to connect your wallet. That's just for automatic top-ups. Try this: 

* got to the zap.stream dashboard
* Click select a provider and choose one closest to you
* After that click settings and copy the stream url and key.
* On the same page you can also add sats with a simple LN top-up.

Put the stream url and key into your OBS and go live.
One you're live click on "edit stream info" on the dashboard and add title, description, category, tags.

You're live!
Btw, ZS has a discord server as well. You'll find the link in the drop-down on the top-right of the page.