Make sure the zipper head, the part you use to open and close the zip, is in the middle of your basted area, not below the right angled pins. Otherwise you will have sewn in a permanently open zip.
Now you can sew down the first side of the zip. Moving the zipper foot to run up tight to the teeth.
Remember the stitches will align to the teeth and will be seen on the front of the fabric, so please go slow until you have practised the technique. Using a wider seam allowance will make the process easier.