Assuming you are running mongoimport from a command shell (which sounds like zsh in your case), a “command not found” message indicates the mongoimport binary was not found in the current search path (PATH environment variable).
What O/S version are you using and how did you install the MongoDB command line tools?
If mongoimport isn’t in your path, you can also provide the full path to the binary as suggested by @Ramachandra_Tummala.
Regards,
Stennie