If I suggest you're better to hand pollinate your Zucchini flowers as a way to increase your chances of getting fertile seeds, so then you say to me you're not sure how to do it, which is fine, so first we'll need to know what the male and female flowers look like for this task.
There are two ways to tell the male flowers, looking at the flower from the back and also from the front. From the back of the flower, you'll just see a slender stem holding the flower (photo) but when you look inside the flower, you'll see why it's easy to identify as the male by the Anther. (photo).
Now on to the female flowers, the two ways here is to look at the back of the flower, where you should see a miniature Zucchini connected to the flower. The other way is to look inside the flower at the female bits (Stigma), which is totally different to the male flower, so you can't get these mixed up. Look at the photo with the female bits inside the flower and once you've recognised it, you'll never get confused again.
Continuing in two's, if you want to hand pollinate your female flowers on your zucchini's, there are two ways, one is to collect pollen from the male flower and rub in onto the stigma of the female flower. The second way is to cut off the male flower, then gently remove the petals of the flower, careful not to damage the male anther which is loaded with pollen. Gently rub the male flower onto the female stigma so that the pollen is transferred to the female.