Re: an unpopulated 40-pin GPIO interface
Three other tips:
1) "helping hands" are good, but for something like the Pi Zero a blob of Blu Tac is useful to hold the zero in place when you're soldering it and the header.
2) solder two opposite corner pins to hold everything in place, and easily adjustable by heating them up if things don't sit flat and parallel as you want it.
3) the best advice I was ever given is to remember the soldering iron isn't a paintbrush. The idea is to heat things up to let the solder melt between the component and board, not to melt the solder onto the iron and wipe it on.
It's a fairly easy and rewarding skill to learn, and will hold you in good stead for such work. I did years ago and never looked back, and sat here in my study I can look around and see 5 pi zero's plus three of the larger ones of various flavours. All doing sterling jobs from an internet radio to home assistant server to various displays and info screens.
Or as others have said, either use a hammer header from Pimoroni or others, wait for the headed version to become available or get a friend to do it for you.