It is easier to show than to explain.
But I'll try to
describe a few ideas.
1.The most neat look your zipper will have if you use a sewing machine
to attach it. ( don't make stitches of your seam either too short or
too long. Somewhere in between.) This is the best way of doing it.
Especially if sweater was crocheted of pretty fine yarn with small hook.
2. In case your crochet fabric is not thin, you can use a backstitch
to attach a zipper. It looks pretty much like machine stitching. Here
is a video tutorial for you to watch how a backstitch should be done.http://www.needlenthread.com/2006/10/embroidery-stitch-video-tutorial_24.html
3. Which ever way you choose, your zipper has to be covered from both
sides with crochet fabric to look neat. The only visible part of it
will be a narrow strip with "tooth" on it.
4. To cover it from both sides you have to crochet an additional strip
of the same yarn like your sweater. It has to be long enough to hide
a zipper. In other words a zipper has to be sewing in BETWEEN two
layers of crochet fabric.
Not a bad idea is to use a smaller size hook for doing this.
It would be even better if you could use half of strands of your yarn
to make that additional strip thinner.