The 'z sound' /z/ is voiced (the vocal cords vibrate during its production), and is the counterpart to the unvoiced 's sound' /s/.
To create the /z/, the front of the tongue is placed close to the tooth ridge. The tip of the tongue should be close to the upper backside of the top front teeth. The tongue is kept tense as air is pushed between a small groove along the center of the tip of the tongue and the front of the tooth ridge. The front sides of the tongue touch the side teeth toward the front of the mouth. The lips are held slightly tense during the sound.
This sound is a continuous consonant, meaning that it should be capable of being produced for a few seconds with even and smooth pronunciation for the entire duration.