DomainKey is available, DKIM is not
https://www.zoho.com/campaigns/help/setup-spf-dkim.html
If you go to that page, it gives a wrong impression that DKIM can be setup with Zoho mail.
And I believe, as of now Zoho mail supports DomainKeys and not DKIM. I am pretty sure developers at Zoho knows the difference between DomainKey and it's successor DKIM.
Zoho mail is good, however, either you should start DKIM support... or may be update the main website with accurate information. It will help people like me save time rather than going through signup process... domain verification... account setup and then realizing things which were promised are not available as of now.