Image proof here: https://pbs.twimg.com/media/BB5qBXuCEAA6a7h.jpg:large
https://pbs.twimg.com/media/BB5p5zhCEAEZQ4S.jpg:large
Nobody is aware of how it happened, only himself. Rumors are suggesting that Zayn cut his hand from the 'Perrie cheat' which is just some wild rumor that is not true. But it is clear that Zayn's hand is quite swolen and something painful must have happened.
Some rumors are claiming Zayn punched a wall due to hearing about the fake rumors about his 'cheat' on Perrie. But most likely, that was just made up. Nobody really knows at all.