The Atlassian team has built the functionality that allows you to display a rich preview of your screens directly on Confluence and Jira. π
To do this, you can directly copy the screen URL from the address bar of your browser if you're using the Zeplin Web app or copy the short Web link of your screen from the right panel in Zeplin.
When you paste the screen link into your Jira ticket or Confluence page, you can display it as a small "inline" link with the screen name or toggle your "inline" view to a "card" view or "embed" view.
You can learn more about how Zeplin links are embedded in Confluence and Jira here.