Zonkers are made to be tied to the hook with the fur on the hide. You can get cheaper rabbit fur to tie other jigs/flies using just the fur. There are a few different ways to tie on the zonkers and each tyer will have their why they like the best. I made a video a couple years ago so maybe it will help you get started tying it. You can just tie it to the hook but this way will help you get a good start on how it works.
https://youtu.be/7gf3uSqWJqI