Is it possible to install the agent on the zlinux (or Linux or Unix) box and from their Windows client (Workbench) would the users be able to access the zlinux (or Linux or Unix) box for check in/out??
Harvest Software Change Manager all versions
zLinux, Linux, Unix platforms
Yes. From the SCM Implementation Guide:
CA Harvest SCM agents act as file servers on remote computers, enabling users to check in and check out files stored on the remote computer. If users need access to a remote computer, install the agent on that computer.
The Workbench Getting Started Guide provides more details about connecting Workbench to a remote agent
One caveat is that the version of Workbench should be the same as the version of the SCM Agent it is connecting to. More details in the Release Notes.
Here is an article on how to install the SCM Agent to a Linux platform. Installation to other Unix and zLinux is very similar.