Zeplin automatically fetches text styles of a Figma document when you export any frame or component in it.
These text styles will be suggested under the Text Style Catalog section of either your project's Styleguide tab or your styleguide. You can either add them all using the “Add All” button or click separately on the ones you want to add individually.
If you ignore them once by clicking “Ignore these text styles”, Zeplin doesn't show these text styles again on your next export, to not bug you all the time. To reset this, select “Help > Reset Suggested Text Styles” from the menu up top, while you're in a project or a styleguide.