Can link my Zelle with Apple Pay

Your Zelle account is associated with a bank. You may use a debit card from that bank to receive money into Apple Cash. You may not use Zelle directly.

Send and receive money with Apple Cash - Apple Support

sberman Is correct. In addition to what he wrote, Apple Pay is not an account. It does not have the ability to send or receive funds. It’s not a bank account. It just transmits encrypted information between your iPhone, bank (credit/debit card), merchant and your iPhone.

Apple Cash is an account that funds can be transferred into and from. Apple Cash is a prepaid debit card and Zelle does not support such accounts.