Step 1. Finish the straight edges of the 2 pillow backs. It doesn't matter how if it's done with a zigzag or a serger. It could even be done with pinking shears. Whatever is available. I finish these edges so that they do not ravel in to the process of putting the pillow form into the pillow.
Step 2. Press the edges back. The picture above, the narrow piece has 1/2" fold and the larger piece has a 1" fold.
Step 3. Press, if necessary, and open the zipper. I am a big fan of wonder tape. It is 1/4" wide and sticky on both sides. Here I have applied it along the zipper tape using one of the threads for placement. Test that the zipper pull will pass by the tape without hitting it. (You don't have to use the Wonder Tape but it is a wonderful product.)
Step 4. Close the zipper and take the narrow piece of the pillow back. Carefully push the fabric to the zipper where you have applied the Wonder Tape. You want this to be as straight as possible. Check again that the zipper will open without bumping into the fabric. (If you have chosen not to use the Wonder tape, carefully baste your fabric to your zipper making sure it is straight.)
Step 5. Open the zipper and use the zipper foot as your guide by placing it along the edge of the fabric next to the zipper. Stitch. (Sorry, I forgot to take a picture of the positioning)
Step 6. Close your zipper. I always have a 1/4" overlap for the zipper. At this point, I apply more Wonder Tape to the zipper edge that was just sewn. (Again, you can baste if you don't want to use the Wonder Tape. Be carefully with your positioning).
Step 7. Apply the larger piece of the pillow back along where the Wonder Tape has been applied.
Step 8. Turn over the pillow back as your next row of stitching will be from the back. Position the fabric using the zipper foot as your guide along the edge of the zipper tape. Stitch. (If you basted the two pieces together using the zipper tape as a guide, stitch from the front stitching along basting.)
Feel free to ask any questions...