Zwift outputs your workout as a .FIT file.  If you have Zwift and VeloPro synced with Strava, it automatically uploads the file to Strava, then to VeloPro.  If not, you can simply export it from Zwift and upload it to VeloPro the usual way.

Since VeloPro won’t (yet) automatically know it was an FTP Check ride, you have to mark it as such.  If you upload it directly, simply tick the box marked “FTP Check” in the upload dialog.  If the ride was synced from Strava, simply go to the “Rides” tab, choose the ride via the pen icon (edit) on the right, and in the dialog that appears, choose “FTP Check.”