No. Zebras don't have a herd hierarchy we can exploit. With horses you pick out the lead horse, tame it and boom, the whole herd follows you.
With zebras you get one zebra, if you're very lucky. More likely you'll get kicked and bitten.

Selective breeding is no different than natural evolution in how drastically it can change an organism given enough time and the right selections for “fitness”.

So you could produce a domesticated, tame zebra – but waiting on and favoring the right mutations would take a very long time and be prohibitively expensive. It’s possible, but not realistically feasible.