Basically, follow this guide. The Driver that makes the USB device into a network device under windows is the most important bit https://www.factoryforward.com/pi-zero-w-headless-setup-windows10-rndis-driver-issue-resolved/

Then, the most important step to get any connection at all is to give the new network interface called usb0 on the RaspberryPi Zero a fixed IP configuration. Otherwise, the interface won't come up and Windows might show the Ethernet device but without a cable plugged in.

Open /etc/network/interfaces

sudo nano /etc/network/interfaces

and at the bottom, add

allow-hotplug usb0
iface usb0 inet static
        address 192.168.7.2
        netmask 255.255.255.0
        network 192.168.7.0
        broadcast 192.168.7.255
        gateway 192.168.7.1

Then restart the interface to activate the new configuration

sudo ifdown usb0 
sudo ifup usb0
ifconfig usb0

Now, it is wise to also give your new network interface on the host computer a static IP. I chose

192.168.7.3

If you want you can also bridge the network interfaces to the host's internet connection by following the rest of the Adafruit guide. But I simply configured the Raspberry Pi's wifi for now.

https://learn.adafruit.com/turning-your-raspberry-pi-zero-into-a-usb-gadget/ethernet-gadget