Export from zeplin to sketch

You can export design files(screens) from Sketch & Photoshop to Zeplin, not in the other way. From Zeplin, you can export the exportable objects as PNG, JPG, PDF, SVG, etc., or even you can export the whole screen as PNG by dragging the thumbnail to a folder / desktop.

Although zeplin provide the API, but zeplin doesn't provide detailed items of each artboards via API. So there's no official way to achieve that.