First - ZBrush doesn't make material groups. You can paint polygons with materials but you can't group them the way you would in say, UVMapper, as ZBrush does NOT have a way to name groups.

 

Second - the MatCaps in ZBrush don't translate to other applications. Many applications support ZBrush's PolyPaint feature - where you assign a COLOR to a polygon - but the MatCaps are NOT transferable.

 

Hope that helped.