been looking into this recently. it seems like a lot of the bindings haven't been maintained in 2+ years, but the pure java implementation JeroMQ is very active and convenient to use (https://github.com/zeromq/jeromq)
the name reminds me of jero, the american-born enka singer (https://www.youtube.com/watch?v=ba9rKhVAz80)
i'm not entirely sure if i personally could come up with a good usage for zmq though, unless i were going through tons of data from sources like social media or scientific experimentation