Raspberry Pi Zero W(H)
First you will have to download the official Raspbian Image from Raspberry.org. Next you want to write the image on a SD-Card, to do this download Etcher from Balena it is the most reliable and easiest way to write images on SD-Cards. If you are on unix-like os you probably also just can use dd.
If you don't have all the unusual adapters the RPI Zero needs to be setup locally (mini-HDMI and micro-USB Hub) you also just can tweak the SD-Card so it has ssh enabled by default and automatically connects to your wifi. So you can do everything else over ssh later, you can read about this here.
The important pins of the BME680 we will need are the vcc(positive), ground(negative), sci(i2c) and the sda(i2c) pin. We will have to connect those pins to the same pins on the Raspberry Pi Zero. Now it depends if you have a RPI Zero W or RPI Zero WH, on the W you will have to solder the connections while on the WH version you can use breadboard cables or any kind of HATs that fit.
I would advise you to not solder the sensor directly to the RPI, because the heat coming from it could effect your measurements.
Now you should be ready to boot your RPI up! The next thing youn should do is enable I2C on your RPI, for that type in sudo raspi-config into the console. There you can navigate to "Interface Options" and enable I2C after this you can exit the config.