Create file called /usr/local/bin/zephir as follows:

#!/usr/bin/env bash

docker_bin="$(which docker 2> /dev/null)"

# 5.4, 5.5, 5.6, 7, 7.0, latest
PHP_VERSION="${PHP_VERSION:-7}"

${docker_bin} run -it --rm \
    --privileged=true \
    -e ZEND_DONT_UNLOAD_MODULES=1 \
    -v $(pwd):/zephir \
    phalconphp/zephir:${PHP_VERSION} "$@"

if [ $? != 0 ]; then
    ERROR_LOG="$(pwd)/compile-errors.log"
    if [ -e ${ERROR_LOG} ]; then
      cat ${ERROR_LOG}
    fi
fi

Make it executable:

$ sudo chmod a+x /usr/local/bin/zephir

Test:

$ zephir version
0.9.3a-dev