Try something like this:

Define your ZipCodes as a Named Range - "ZipCodes"
Define your Employee ZipCodes as a Named Range - "EmpZips"

Then run a nested For-Next loop

For Each C in Range("EmpZips")
For Each D in Range("ZipCodes")
If c=d then
'Found a match - Do something"

'Then jump to the next Employee
Exit For
End If
Next D
Next C