If you're using component states in Adobe XD, due to a technical limitation, it's currently not possible to export component states directly to Zeplin as component variants. But you can still export your components individually and set up the variants in Zeplin pretty quickly. We're in touch with the folks at Adobe to simplify this process!
The first thing you need to do is to export components from Adobe XD into Zeplin. Then, you can set up Component Variants manually.