First, answering your question. Yes, you can send BTC from any exchanges/wallet to any other wallet including ZebPay's wallet.
Second, now here is where you are getting it wrong. Indian exchanges have premium values for Bitcoin because in our country India, it is very difficult to send money internationally without any strong reasons.
And even if you are able to send some money, you won't be able to do this for a large sum which can make a considerable profit for you in the long run.
Sending money internationally by wrong reasons can even get you a hefty fee to be paid and even jail.
But Indian exchanges like Zebpay, Coinsecure, Unocoin, etc make it easy and legally binding to buy BTC in our country.
So, unless someone find an easy way to send funds internationally and buy there and sell and continue this cycle, the BTC price in India atleast will be premium for that time.