Yes, the ZED cameras do support the WMR headsets that are compatible with SteamVR.
The Unity plugin supports Oculus and SteamVR integration. Stereolabs also has an Unreal engine plugin for integrating with the ZED cameras.
Note:
Please note that the mount given with the zed mini is designed for the Oculus Rift and original HTC Vive and hence, you will need to create a custom headset for our camera.
Additional resources:
You can check the list of all the headsets compatible with the ZED cameras: Which VR headsets are compatible with AR passthrough via ZED Mini?