I installed oh-my-zsh as suggested in http://ohmyz.sh/. FYI,
[~]$ zsh --version zsh 5.0.8 (x86_64-apple-darwin15.0) [~]$ echo $SHELL /bin/zsh [~]$ ls .oh-my-zsh/
You have to change the default shell to zsh. To do so use the following command.
chsh -s /bin/zsh restart your terminal
chsh -s /bin/zsh
I took it from here. These were the steps I followed when I installed zsh. I hope it will help you as well.