CONFIG_DEBUG_ZBOOT is not available for thedefaultarchitecture x86.
Result is shown for architecture mips

Enable compressed kernel support debugging


Linux Kernel Configuration
└─>Enable compressed kernel support debugging
In linux kernel since version 2.6.34 (release Date: 2010-05-16)  
If you want to add compressed kernel support to a new board, and the
board supports uart16550 compatible serial port, please select
SYS_SUPPORTS_ZBOOT_UART16550 for your board and enable this option to
debug it.

If your board doesn't support uart16550 compatible serial port, you
can try to select SYS_SUPPORTS_ZBOOT and use the other methods to
debug it. for example, add a new serial port support just as
arch/mips/boot/compressed/uart-16550.c does.

After the compressed kernel support works, please disable this option
to reduce the kernel image size and speed up the booting procedure a