You can import Ledger Live transactions two ways - via export (preferred way) or wallet addresses. However, you should not do both, as this would create duplicate transactions.
Step-by-Step Instructions to generate a Ledger Live CSV and import it to ZenLedger:
Step 1: Download and install the Ledger Live app from here and connect to your Ledger hardware.
Step 2: Click on Accounts the left side of the page.
Step 3: Select the ellipsis (...) symbol on the top right of the page.
Step 4: Click Export operation history.
Step 5: Select all the Accounts on your device.
(Screenshots above are the courtesy of Ledger Live Support.)
Step 6: Upload the file to ZenLedger by going to Imports. Search for Ledger Nano/Ledger Live in the list of Exchanges and upload your CSV.
Import Ledger Live via Wallet Address:
You can also import Ledger Live via wallet address. To do this you will need to have your Ledger Live Wallet address(es). Once you have those, you can follow the instructions in our Wallet Import Article to add them to your ZenLedger account.