Here's a tutorial for skilled tailors, how to make a zip on tail!

This should be done before you make your tail, so your tail can be made to the size of the zipper. And the zipper slider pinned and oriented To match the body so your tail aligns correct. You can add any other features as you see fit (I.e. belt loops).

Also to make it easier on yourself, this should be done before you sew the front half of your body to the back half!

Enjoy! :D