A strict, impure, curried, partially applied language with rather peculiar syntax. See documentation.
Z is currently implemented in Haskell.
You can download Haskell here.
After installing Haskell, you should be able to do
$ cd <path/to/z/dir>
$ ghc Setup.hs
$ ./Setup configure
$ ./Setup build
which will yield a binary in dist/build/z/z.
When run, it provides an interactive prompt that evaluates Z.
If you want to run the contents of a file, you can use shell redirection:
$ ./dist/build/z/z < examples.zz