It depends on what you want to achieve with the help of the LFO. The LFO section probably has all the settings for the type of LFO you want to use. When you've done that you need to assign it to do something. Remember, this is a low frequency oscillator, which is used to modulate other parameters.

Go to the filter section, if there is one, I've never used a Z1. Assign the LFO to cut-off frequency. The results should be audible instantly. A high speed LFO modulating filter frequency produces a warble or fart.

You can use a slow LFO, triangle or sine, to create nice filter sweeps.

Hope you get it working. On some synths the LFOs go to audible frequencies and can be used as additional oscillators, if they have key-tracking.

-tek