Here is a sitethat has some instructions for sewing in a zipper. There are others.
I have made 6 or 7 toddler sweaters that zip up the back and have hoods. The zipper on these goes part way up the hood as well, and you have to remember to put the zipper in for that sort of thing so that the pull ends up at the bottom instead of the top like most sweaters. I don't know which kind you are doing.
The instructions said she used a back stitch, I don't. I just use a regular running stitch in a color of sewing thread that won't show much. I've heard that it is the zipper and not the sewing that give strength to the thing and you don't need to sew it in with a back stitch for that reason. A running stitch won't show as much. I sew the ends very securely but the rest is just running stitch. I like to keep the teeth back a bit from the edges of the knitting so they don't get caught in the yarn.