I can't figure out how to download third party themes on github, because there are no zip files for most of them. I also can't find any other links to where to get the themes.

Yes, they are not separated. You will have to download all of them. Note that most of them are really old and not compatibe anymore.
(https://github.com/zenphoto/unsupported-themes-thirdparty)

I suggest you download the zenji and libratus themes. They are up to date and can be downloaded separately.
https://github.com/zenphoto/zenji
https://github.com/zenphoto/libratus

I would also add https://github.com/zenphoto/zpbase from the ones we host.

You can aso try these ones :
https://github.com/vincent3569/zpBootstrap
https://github.com/vincent3569/zpArdoise

and to download the zip file (in all cases), follow "Clone on download" link to have "Download zip" menu item.

Of course, the maintaied third party themes like @vincent3569's also have direct download links.

Thanks everyone. I found a zip of zenji, and it works just fine for me.