Once you connected your site to Zoho API 2.0 you need to enabled modules and synchronize modules data. Leads and Contacts are default enabled but you need download their data from Zoho first.
In the plugin setting page you'll see "Modules" tab, there you may do module settings and test connection.
After modules data downloaded you may click "Create test data into this module" to insert a test record to the selected module.
With successfully message then it means you the record has been created into your Zoho. And you may open it in Zoho.
Purchase Contact Form 7 to Zoho Pro