Explanation

A voiceless sound is made without vocal cord vibration. When you make /z/, air flows out but your throat does not vibrate. This makes it voiceless.

The other sounds are all voiced. Put your hand on your throat and say /d/, /g/, /m/. You will feel buzzing. Now say /z/. No buzzing. That is the difference.

Voiced and voiceless pairs are common in languages. Learning them helps you speak clearly and understand pronunciation rules.