This is much lower level than those. This is all about the TCP stack.
This is the OSI model, from the top down:
7) Application
6) Presentation
5) Session
4) Transport
3) Network
2) Data link
1) Physical
ZeroMQ fits in neatly at the top, layer 7 (arguably it is the presentation layer too because it uses its own protocol).
What this is talking about relates to network sockets which is around layers 4 and 5 (you can find lots of debate around the subject). Any speed improvements at lower levels in the stack would be seen by stuff on layers above it.