Is there a closed non-smoothable 4-manifold with zero Euler characteristic?

The Kirby-Siebenmann invariant in $H^4(M;\Bbb Z/2)$, an obstruction to smoothability, is additive under connected sum in dimension 4. In even dimensions, $\chi(M \# N) = \chi(M) + \chi(N) -2$.

To construct manifolds with nontrivial Kirby-Siebenmann invariant we should apply Freedman's theorem: simply connected topological 4-manifolds are determined by their intersection form and Kirby-Siebenmann invariant; if the intersection form is odd, both Kirby-Siebenmann invariants are realized, and if the intersection form is even, only one KS-invariant is realized. So there is a topological manifold $F(\Bbb{CP}^2)$, homotopy equivalent to $\Bbb{CP}^2$ but with nontrivial Kirby-Siebenmann invariant.

So for the desired non-smoothable manifold with zero Euler characteristic, one can take (for instance) $$F(\Bbb{CP}^2) \# 3\Bbb{CP}^2 \#(S^2 \times \Sigma_2).$$

Alternatively, one can start with the $E_8$-manifold and connect sum with (five copies of) $S^1\times S^3$, and appeal to Donaldson's diagonalisation theorem instead.

More precisely, the (negative) $E_8$-plumbing $P$ bounds the Poincaré homology sphere $Y$; by Freedman's theorem, $Y$ is also the boundary of a contractible topological 4-manifold $W$, and gluing $P\cup_Y -W$ yields a closed, simply connected topological 4-manifold $X$ with intersection form $-E_8$; $\chi(X) = 10$.

The connected sum $X\#5(S^1\times S^3)$ has Euler characteristic 0, by Mike's computation, and the intersection form is still $-E_8$. Hence, by Donaldson's theorem, $X\#5(S^1\times S^3)$ does not have a smooth structure, since its intersection form is negative definite but not diagonal.

You can also get this from Donaldson's theorem by a similar device. Take a non-diagonalizable definite form with even rank $2n$, and realize it (Freedman again) by a simply connected manifold. Then $W\ \#\ (n+1) (S^1 \times S^3)$ is not smoothable and has Euler characteristic $0$. The argument is that if it were smoothable, then you could surger away the fundamental group and realize that intersection form by a simply connected manifold.