Using zipinfo is a fine solution here. However, in general whenever you want to apply a command to a list of files and the command doesn’t accept a list of files, you can use a for loop:

for file in *.zip; do

    unzip -l "$file"

done 

| grep ".zip|setup"

If the file you are searching for has spaces in it like: your file, in the grep regular expression you need to escape every space with a backslash like grep ".zip|your file".