If you don't want to mess around with actual malware, then you can test ZAM using the EICAR test file. Just search for "Download EICAR" online.

You beat me to it.
I would also recommend the EICAR test. You just need to copy & paste a text string into a text file & it's completely harmless/safe.

But why do you want to test it since if it says it's On then the protection is On? There are plenty of Youtube tests of ZAM/ZAL to show you how if performs.