The data sheet here explains their respective characteristics. They are both Gigabit Ethernet SFP transceivers that will work with single mode fiber. (The LH will also work with multimde fiber.)
The ZX is made for long distance spans (up to 70 km) while the LH is made for up to 10 km. To accomplish this, the ZX runs over a different wavelength - 1550 nm. Since the LH uses a 1310 nm wavelength, the two transceivers are not compatible with each other.
