If we use directives such as <style src="./css/custom.css" /> (or any relative URL), Liferay raises an exception complaining that the URL is not an absolute one :

13:56:15,329 GRAVE [org.zkoss] (http--0.0.0.0-8080-2) >>java.lang.IllegalArgumentException: URL path must start with a '/' or include '://'
>> at com.liferay.portlet.PortletResponseImpl.encodeURL(PortletResponseImpl.java:410)
>> at org.zkoss.web.portlet.RenderHttpServletResponse.encodeURL(RenderHttpServletResponse.java:118)
>> at org.zkoss.web.servlet.http.Encodes.encodeURL0(Encodes.java:513)
>> at org.zkoss.web.servlet.http.Encodes.access$000(Encodes.java:47)
>> at org.zkoss.web.servlet.http.Encodes$1.encodeURL(Encodes.java:429)
>> at org.zkoss.web.servlet.http.Encodes.encodeURL(Encodes.java:402)

That exception leads to nothing being displayed on the ZK portlet.

Absolute (/path) and full (http[s]://host/path) urls are not concerned by this issue.
Tested on ZK 6.0.0 & ZK 6.0.1.

Workaround : use absolute or full urls (doesn't allow to use the same zul pages for both servlet and portlet modes).
Possible correction : do not let Encodes.URLEncoder implementations to raise untyped exceptions or create a specific Encodes.URLEncoder for Liferay.