In LiveAgent agent panel navigate to Configuration > System > Plugins. Find the 'Zendesk Migration' plugin and click on 'Activate' button next to it.
Then you have to reload the agent panel. After reload go back to the Plugins section and click on 'Configure' button next to the plugin.
In the configuration popup you have to enter:
1. Zendesk URL - you have to enter just subdomain name. If URL to your zendesk account is qump.zendesk.com, then you have to enter just 'qump' in this configuration field.
2. Username - email which you use to log into zendesk.
3. API Key - you have to generate the API Key in your zendesk account. So, in your zendesk navigate to Admin > API. Once you there, enable the 'Token Access' (checkbox) and click on 'add new token'. In the popup just enter the token label (anything you want) and click on 'create' button. Zendesk system automatically generates the API Key for you. Just cupy and paste the API key into LiveAgent plugin.
In plugin configuration hit 'Save' and you are done. LiveAgent imports tickets from zendesk in the background.
Here you can see the tickets in my zendesk:
and here imported tickets in LiveAgent:
How statuses from Zendesk are matched to LiveAgent ?
Zendesk status 'new' >>> LiveAgent status 'NEW'
Zendesk status 'open' and 'pending' and 'hold' >>> LiveAgent status 'OPEN'
Zendesk status 'closed' and 'solved' >>> LiveAgent status 'RESOLVED'
To compare LiveAgent with Zendesk, see a Zendesk comparison table.