To get the leads directly to the CRM from your WordPress installation you will need a plugin Contact Form 7.
Once contact form 7 is installed and ready to run, add a new field on the form with the name "your-phone" as by default Contact Form 7 doesn't have any field to get the phone number.
You can create a form without a phone number as well as long as you have an email field as a mandatory part of the form.
Download the Contact Form 7 to ZNICRM plugin attached here and upload it on the "Plugins" directory of WordPress or upload directly from the installation through "Plugins -> Add Plugin" button.
Once installed, activate the plugin and go to Plugins -> Plugin Editor.
Select the "Contact Form 7 to ZNICRM plugin" change the APIKEY (retrieved from the ZNICRM.com -> Settings -> Global -> Apikeys)
Once you set the APIKey, press the Save button at the bottom of the page (left corner) and you will start receiving the leads directly on your CRM account from Contact Form 7.