How to catch zapdos
We'll start by activating the Legendary Birds in the first place. This, of course, requires that you have purchased the Expansion Pass and updated your game. Now you need to play the story a bit here in The Crown Tundra until you receive the legendary clues from Peony. The first two won't help us here, but the third will.
Now that we have Legendary Clue 3, head to the southern part of the map, which is the big tree that you see in the image on the clue and on the map. When you get there, head to the tree itself and a cutscene will play where the three birds show up and start to fight, before scaring them off and scattering.
These three Pokémon not only fly to somewhere in the Crown Tundra, but even further afield. For Galarian Zapdos, we're actually going back to the base game in the Wilderness. Specifically, you want to go to the meeting place at the very beginning of the wilderness area to begin with.
Once in the wild area, get out your bike and go forward. From there, look around and see if you see a Pokémon in the distance that looks like the one seen above, which is actually Galarian Zapdos. Rather than the Electric / Flying-type Flying Pokémon you're used to, Zapdos is a fight / flight type and it will run on the ground more like a Doduo than a regular Zapdos.
For me, Zapdos was found just right after I made it out of the gated area at the start of The Wild Area. Once you spot the Zapdos and get too close to them, he will see you and start running. This is your signal to pursue it. Don't try to take any shortcuts or anything, but rather continue after. Eventually Zapdos will start to lose speed and eventually you will catch up, although it doesn't seem to be at first. It can also get tricky when the weather kicks in, like a snowstorm making it hard to see. If this happens, you may have to fly early and find it if you lose track.
When you do eventually catch up, the fight will begin immediately, so it might be a good idea to pause and save when you get really close to it, just in case. Once the battle begins, your objective is obviously to try and catch it. Being a Fight / Fly type, it is weak for Flying, Electric, Ice, Psychic, and Fairy type moves. Just be careful not to knock him out, especially if you haven't recorded before. Like the other two Legendary Birds, Zapdos will be difficult to catch, so lower his health and do your best with whatever types of Poke Balls you have at your disposal.