So I removed the defualt version of libzmq3-dev package from Ubuntu and installed manualy the version with draft api enabled (for Ubuntu 20.4)
echo 'deb http://download.opensuse.org/repositories/network:/messaging:/zeromq:/release-draft/xUbuntu_20.04/ /' | sudo tee /etc/apt/sources.list.d/network:messaging:zeromq:release-draft.list
curl -fsSL https://download.opensuse.org/repositories/network:messaging:zeromq:release-draft/xUbuntu_20.04/Release.key | gpg --dearmor | sudo tee /etc/apt/trusted.gpg.d/network_messaging_zeromq_release-draft.gpg > /dev/null
sudo apt update
sudo apt install libzmq3-dev
That fixes the problem and the basic functions ZMQ LabVIEW library works.