As predicted it is a question of smooth normals. You need to smooth normals, something quite basic, and smooth them with a threshold around 30.
You also have a handful of artefacts that need to be edited manually but it can done quickly as they are not many. Basically you need to weld manually some vertices but using the method of weld target to avoid moving the correct vertex, no general welding.


I have used Max for this and 30 is related to Max. But Zbrush has the ability also to smooth faces if you use the FBX exporter instead the OBJ. That slider that says 100 smoothed etc set it to 50 or 60 and the button SNormals active:


Be sure that the program where you are importing it has the option import smooth groups ON.
Using this Zbrush exporter mostly will solve your problem but you wont be able to remove a few faces artefacts with that system with Zbrush as they are invisible in Zbrush and need a external editor as Max, Maya, Blender etc.
With the current scale in FBX the object need to be imported in meters units or will be tiny. I suppose it depends also the program you use