There are windows on Zvezda from which you can see zenith, but these aren't facing exactly zenith. It doesn't seem as though any other segment on the ISS have zenith windows.
From this website, at the bottom there are attachments that show the various cross-sections for Zvezda. It's a little confusing, however, since this image has the +x and +z labelled as though you were looking at it from the +y direction, not from zenith. Based on actual photos of Zvezda, however, this image is indeed zenith. As you can see, windows 12 and 13 on the neck of the craft are pointed at a 45 degree angle towards zenith.
This 3D model of Zvezda shows the two closed windows, on the neck near the orange circle. You can clearly see window 12 facing at an angle towards space.
This is the best actual image I could find of Zvezda in space (it proves we are looking at the correct side), but unfortunately the view of the windows are obstructed by the body of the craft.
I found this picture
which is the correct angle, but it's difficult to see the window. If you zoom in, you can, however, barely make it out. It's covered and just looks like a circle.
So in conclusion, it doesn't look like there are any windows facing exactly zenith, but there are two that angle in that direction.