$ cd zephyr
$ gradle clean install
$ cd ../zephyr-sample-project
Then, depending on your version of CDH;
$ gradle clean dist -PcdhVersion=cdh5
or
$ gradle clean dist -PcdhVersion=cdh4
Note: To specify a different reversion of CDH, edit the file zephyr-sample-project/sample-project-mapreduce/gradle.properties.
See: How To Deploy