For the Zapier integration to work, you must include the Zapier segments (or events) in the Program(s). Here's how:

Open up your Program in the Programs Tab in the My Company settings. Click on the pencil icon to edit the Program OR select the Programs on the left (checkboxes) and click on the bulk pencil icon at the top.

Click on Advanced on the left and scroll down to Zapier Segments. Click on the blue plus sign to add a segment. Add a segment or event in the line shown by typing it in (see below for the available segments/events):

The following is a list of available segments/events:

When finished, click Save. Then head over to Zapier to begin adding your Zaps.

For more information on how to do that, see this support article.