Cucumbers and Zucchini are similar and are from the same Gourd Family like Pumpkins are but zucchini and cucumbers are different and not the same thing.
Cucumbers while similar to zucchini have a different taste and also have a cold and waxy bumpy exterior to them while the zucchinis do not.
The zucchini is also usually more bitter tasting and heartier than a cucumber is and cucumbers are more crisp and less bitter tasting.
Zucchinis are usually cooked when eaten while the cucumbers are usually just eaten raw such as in salads, or alongside other foods.
Both zucchinis and cucumber are healthy for you though but they are different.