Вот к примеру есть такой код из учебника:
import zmq
host = '127.0.0.1'
port = 6789
context = zmq.Context()
client = context.socket(zmq.REQ)
client.connect("tcp://%s:%s" % (host, port))
for num in range(1, 6):
request_str = "message #%s" % num
request_bytes = request_str.encode('utf-8')
client.send(request_bytes)
reply_bytes = client.recv()
reply_str = reply_bytes.decode('utf-8')
print("Sent %s, received %s" % (request_str, reply_str))