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What do you mean by zero swap curve¿?

You can use the same math one would use if instead one had interest rate futures data instead of FRA data. Ignoring liquidity concerns, you should in principle get better results using FRAs because there is no need for a convexity correction. Look up any of the many articles on building swap zero curves (e.g. Uri Ron's Bank of Canada paper) and just drop in the FRA rates instead of the implied futures rates.

First of all, thanks !What if I do not have the forward_1m2m, forward_1m3m, forward_2m3m,But have 1x7, 2x8, 3x9 etc?How can I obtain the zero curve given those rates?

Then you will end up doing a lot of interpolation. I'll assume when you say a 1x7 FRA you mean an OTC contract that starts one month from spot and ends 7 months from spot. You will need a 1-month cash rate to start the process. Use this and the 1x7 FRA rate to solve for the 7-month zero rate. Now you have 2 zero rates: 1-month and 7-month. Use them to intepolate the 2-month zero rate - once you have this you can then solve the 8-month zero rate using the 2x8 FRA and so on.