Very nice, it is by the way using a TXT record to store the information. As pointed out before, an SRV record could be better (but only for udp/tcp for the transport mechanism).
Yes, it's using a TXT record precisely so that we can store any endpoint URL. An alternative using SRV records could of course be easily implemented.
The implementation is very much a 1st cut at the moment (no real error handling, no load balancing of multiple records, and the integration of dns.c needs work) and has not been officially announced, will do so on the zeromq-dev list shortly.
zmq_connect (s, "dns://myservice.example.org");
If people are interested in that, we can upload it to github.