What happened You don't have TWRP, so your phone is bricked.1
How can I unbrick it? Look at this website.
The website tells you
- How to install ADB (which you can also find here on Android.SE: Is there a minimal installation of ADB?, takes less space)
- And unbrick the phone from there. It also gives u the full ROM.
The latter in short requires you to:
- Download and install the drivers for your Zenphone on your Windows PC2
- Get the latest ROM for it (e.g. Zenfone ZE551ML Stock ROM (4GB version) or Zenfone ZE550ML Stock ROM (2GB version))
- use recovery-mode to install that ROM (via "Apply update from ADB", so you can use
adb sideload file.zip to apply it)
1: for installing TWRP, see e.g. How to Install TWRP Recovery on Zenfone 2 and Root at Androiding.how. Before that, install the stock ROM and wipe cache+data (from recovery; a factory-reset should do the wipe as well).
2: not needed on Linux/Mac; for those OSes, see e.g. Configuring ADB on Ubuntu