Prophet Dawud had the Zabur or Psalms.
Roman
IN Hebrew language
Psalms
hazrat daood
it is the Holy Book of the Sabians, it is a collection of ancient hymns and spiritual songs
The quran is a book. It is not made up of other books.
Nobody follows the Zabur exclusively or centrally. Of course, Jews and Christians preserve and use the Psalms, but neither uses them as a dominant religious text. Additionally, Muslims read the Zabur in addition to the Qur'an, but the Qur'an is more central.
The sacred text of Islam is the Quran Judaism has the Tanach {comprised of the Torah (Law), Prophets, Hagiographa (Writings)}. The only books they share are the Torah and the Psalms/Zabur and the Muslims and Jews disagree on what the Torah and Psalms/Zabur actually say.
I am not aware of any Islamic book called "Zoora". There is a book called "Zabur" which is the Islamic version of the Book of Psalms. Muslims claim that the Book of Psalms was revealed to King David and may have been altered before becoming part of the Bible, so Muslims argue that they do not have the real Zabur, which God still has.
The Holy book of Islam is the Holy Quran & it's God's word, was not written by any human.
Only 3 times Zabur of Prophet Dawud(David) is mentioned in the holy Quran.