With ZBrush and other 3-D applications, removing the check for using Windows Ink will get your Right-click working how you need it to. 

You will need to first add ZBrush to the Application row. The below link will walk you through that process. 

Link: https://solutions.xencelabs.com/en/support/solutions/articles/67000544218-how-can-i-make-custom-settings-to-a-specific-application-

Once you have added ZBrush to the application row, select the icon so the Yellow bar is under the zBrush icon. Then in the lower section, un-check the Windows Ink box. As shown below.

[1] The image to the right shows Windows Ink as being unchecked. This will only affect ZBrush.