Web Proxy Zscaler

how to integrate  Web Proxy Zscaler into SIEM. Please share the URL.

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Settings - Feeds - ADD FEED - HTTP(S) Files (non-API) choose your Zscaler Log Type of choice on the Google end you should then be able to drop in your URI from the Zscaler side. Sorry I have no documentation for the work done Zscaler side and the Google documentation is very limited for this function.  Another option might be using a custom Forwarder for your web proxy.   

A quick and easy method is by using the NSS (nanolog streaming service) to ship the logs to your Forwarder. https://help.zscaler.com/zia/adding-cloud-nss-feeds-web-logs
I have not tested this myself recently but I believe this method could work with the re-released webhook feature.

Further information about NSS can be found here : https://help.zscaler.com/zia/understanding-nanolog-streaming-service