First check your zeppelin version. Because Flink & Zeppelin are 2 fast evolving projects, make sure you are using the latest version of Zeppelin.
Don't use Windows
Zeppelin doesn't' support Windows, please use Linux of Mac OSγ
How to diagnose
Step 1. Look at the error message in the Zeppelin UI clearly.
Step 2. If there's no much clue on Zeppelin UI, then take a look at flink interpreter log. It is the files of logs/zeppelin-interpreter-flink-*.log If it is yarn-application mode, then take a look the jobmanager log in the AM yarn container.
Step 3. Take a look the logs in Flink Web UI
Most likely you can resolve most of the problems by following the above 3 steps
Port conflicts
Jar conflicts
If your job using Kafka connector, and you see errors like following, then it is mostly likely that your have jar conflicts issue
Flink on Zeppelin vs Flink Sql-Client
There's no depend relationship between Flink on Zeppelin and Flink Sql-Client. So sql-client configuration can not be applied in Flink on Zeppelin. But all the Flink configuration can be applied in Zeppelin.