Unfortunately the Pi Zero WH that came with my Keybow appears to be dead on arrival. I followed the setup guide and a few keybow keys lit up but not all & no animation. I inspected the Pi Zero and noticed that the power LED was not illuminated. I tried with several USB cables and power sources without success.
Let me know if there is anything else I should try.
The Zero actually doesn’t have a power LED, only an activity LED which isn’t always illuminated. Have you tried installing standard Raspberry Pi OS to see if the Zero will boot from that? It’s available from here and you can find an installation gude here.