If you're running on windows, down in the bottom right corner there are a bunch of little icons (the system tray) There should be one that looks like a little speaker with sound waves (if it's not there you may need to click on the little up arrow caret) that should be the speaker settings.

If you right click on that, it should give you an option to "open volume mixer" which will allow you to change the volume settings for Zoom separately. You may have to scroll the volume mixer to the side if Zoom doesn't show up.

If you're using an Apple, then I can't help you out there, sorry...