There is no 1 to 1 material system between programs. Each program does things differently, and the steps to approximate a look in a given program will require you to have expertise in that program, and understand how that look might be created. There are no shortcuts to study and learning here–you must understand the material system in your target program well, just as you must understand the Material system in ZBrush.
It’s also important to understand the different between the Basic Materials in ZBrush, and Matcap materials. Matcap materials are intended for quick preview while working. They are, generally speaking, more of a modeling aid than a material you would use for a scene render. That’s because their lighting information is baked in, and does not respond to changes in scene lighting.
There are ways to export the image map component of a matcap material. See this Video. However, even if you apply that image in another program it won’t look exactly as it did in ZBrush, because there are many more aspects to the Matcap system in ZBrush that won’t be replicated in that program. Your ability to approximate that look will come down to how well you understand its material and rendering system.
I found a number of tutorials for exporting matcaps by searching for them. I assume you could do the same.
Since this will ultimately come down to how well you understand how to create materials in your target program, general texturing and material study for that program might be more helpful.
