Install Miniconda for MacOS - Difference between bash and pkg

I got the book “Python for Data Analysis” by Wes McKinney. Miniconda is used there.
However, on MacOS the bash file is used. I have never used something like this and have 2 questions about it:

  1. what is the difference between the bash file and the pkg file to install Miniconda or are they identical?
  2. on my macOS I do not have bash in the terminal but ZSH. Can I still run the command in the book with it?
    This is as follows:
    $ bash $HOME/Downloads/