Hi, do you know what a 'zip' is? 'do your zip' means to close the zip (on your jacket). Normally, we would say 'do UP your zip' or 'do your zip UP'

It means to close the zip/zipper at the front of your jacket.

I've never heard or used that expression. If I heard someone say "Do your zip." I'd think they were telling me to zip (up)my jacket. I don't think that's the case with this song, but it might be. After searching online, I did find out that it could refer to drugs. I'm not sure what it means in this song. Maybe someone else knows for sure and will respond.