So... is Zero kara Hajimeru Mahou no Sho finished or not?
NO, it is not finished.
Why?
The anime finished before the manga:
Anime finished: June 26, 2017
Manga finished: December 09, 2017
MangaUpdates contains information about the anime adaptation and indicates that it is incomplete.
Watching Order (by release date)
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Synopsis
In a world where humans and witches are constantly at war, a beastfallen mercenary finds his life turned upside down when he's hired by a witch named Zero.
Zero, along with a young magician, needs protection on a journey to find a powerful and dangerous spell book known as the Grimoire of Zero.
The mercenary, burdened by his own experiences of prejudice, begins to question his own beliefs as he travels with Zero and confronts the complexities of the conflict between humans and witches.
Their journey is about more than just finding a book; it's about understanding each other and challenging the hatred that divides their world.