Zaps are actually standard Lightning invoices under the hood. If a wallet can zap, it can do pretty much anything else too, like pay a non-zap invoice. The only thing you can't do with Alby is get into the nitty-gritty details of Lightning like opening channels, because Alby manages all of that for their users.
Personally I am not really familiar with Alby specifically, but I currently use a similar custodial solution for receiving zaps as an interim measure, and am currently working on setting up my own Lightning node the hard way to learn the ropes and have full self-custody without relying on external services.
I think Alby can also work with an external lightning node, though I don't quite remember how does one connect them together.