That is how I do it and just ssh to the zero, its dead easy to setup and from any computer just enable internet sharing.
That is if you have internet access though and its not just a matter of not having a USB ethernet dongle.
The ethernet gadget mode really makes the Zero and its relatively easy to edit the settings whilst in a cardreader for linux.
I had real problems getting linux filesystem support with windows 10 which from memory was never a problem before.
I just dual booted my machine and run debian with windows 10 now.
But like the guys say with no local internet you could download and use the packaging tool dkpg but wow can quickly turn into hassle and a long winded method.
I do the ethernet tweaks as it makes things real easy.
Its shows the mac method of internet sharing but in windows just go to the main internet ethernet device properties and share it. Its the same setup.