Zarramonde’s ability reads:
Arrives: If you played Zarramonde from your hand, destroy a unit, hero, worker, upgrade, or ongoing spell.
This will work only if Zarramonde changes zones from your hand to in play because you played him. It will not work if it changes zones from Jail to in play, from your codex to in play, or from your deck to in play. It will not work if it changes zones from your hand to in play because of Feral Strike.