Instructions
Fight monsters. This has a double-sided benefit in that more monsters provides you with additional experience points. The bigger and more powerful the monsters you fight, the more experience you'll get and the better the zed you'll collect and the better the items the monsters will drop.
Sell the items dropped by monsters you fight. These items just take up space in your inventory unless you intend on using them, and you can make a lot more zed by selling them to NPC shop owners and item dealers.
Complete quests. While you should be completing quests to enhance the story as well, when story quests are completed there is often a reward of zed, or in items that you can sell for zed. This is over and above the zed that you'll earn from fighting your way to the end of the quest in the first place.
Join parties and go on quests with other players. With bigger parties of characters it allows you to fight bigger and more powerful monsters, taking larger shares of treasure for yourself and building up your zed count much more quickly.