A zine can be pretty much anything. You pick a theme (whatever theme) and make a little booklet with it. That's really it. There isn't much rules to it. A lot of people will make their zine a small comic that tells a story. Others will make it just a collection of art. Some are really polished and look like they're done with a high quality printer, other people do it out of their basement and staple the thing together. Do whatever you want.
For binding and printing, most people just do it themselves, and they'll even sew em with fancy stitches to make it more handmade since there is a fine-art vibe with zines. Printing at a professional level is if you know you're going to sell like hundreds...which most people only make like a batch of 20 for their Etsy shop or the local zinecon, they're not making a ton.
Now if you want to make a zine with the intention of making mucho dollars...then that zine needs to be advertised, and should include art that is already doing well and getting traction on social media. And, at that point that's self publishing a small book, which is sort of a different thing altogether.
