Metal Gear ZEKE is a walking bipedal AI weapon that you can use on Outer Ops missions, but will be turned against you in the final Main Ops mission. To make it operational and despatchable you need to collect the "main parts" from AI weapons that you battle in Main Ops. You also need the equip it with the rail gun, which can only by obtained by battling Chrysalis. (See Chrysalis Battle, which should be much easier the second time, if you have Rank 3 LAW and FIM-43).
To attain parts damage the AI pod and nothing else. To attain AI boards for parts, damage the part you need, then hit the pod.
As you gather parts to build ZEKE, there's no need to check on its status from the Mother Base menu to see if it's ready. When it's ready, Huey will call you and tell you so.