First, create the stream you'd like to use for GitLab notifications, and subscribe all interested parties to this stream. The integration will use the default stream gitlab if no stream is supplied in the URL; you still need to create the stream even if you are using this default.

Next, go to your repository page and click gear icon. From there, select Webhooks:

In the URL field, enter a URL constructed like this:

{{ external_api_uri_subdomain }}/v1/external/gitlab?api_key=abcdefgh&stream=gitlab

where api_key is the API key of your Zulip bot.

Select the actions that you want to result in a Zulip notification and click Add Webhook.

Congratulations! You're done!
Your messages will look like this: