Zines came out of the punk rock scene, and are generally hand-made using readily-available technology. Of course, the field may have changed as more sophisticated players come on board as with many art forms. There are many zine fairs around the country where artists have booths, selling their wares to collectors. It is a niche market.
https://en.wikipedia.org/wiki/Zine
Long (i.e. centuries) before 'punk', what are now sometimes called zines were referred to as a chapbooks. Chapbooks were/are inexpensively produced (and thus cheap to buy) short booklets produced outside the traditional world of book publishing and book selling. They were often sold by street vendors.
These days, some make a distinction between a zine (as multi-authored) and a chapbook (as single authored). Which, to my mind is a very tenuous difference; a distinction without a difference?.
The key attributes are low-cost, often self produced/published and distributed informally (i.e. one does not need book publishers/distributors/stores).
As far as printing of photo-based chapbooks goes, I use any number of different papers meant for printmaking/art in general (i.e. not meant for inkjet printing) and accept that photos will not be as crisp as those on paper specifically coated for inkjet printing. I will, on occasion, use Hahnemuhle Matt Fiber Duo, paper when I decide I need higher quality in the photos but it adds to the expense. They key to papers for this application is good opacity and relatively lightweight (as one need to fold the pages and the block gets too thick quickly. Although I usually use inkjet printers, I have on occasion printed with a color laser printer.
Covers for chapbook/zines can be as simple as using the first and last pages of the text block for the covers... i.e. no 'real' cover at all. However, most of the time I use inexpensive colored card stock for the cover. These are most often left un-printed, but sometimes I will paste on a title printed on light colored paper onto the card stock.
Binding a chapbook/zine can be as simple as stapling the pages together which works fine for small books where a typical office stapler reaches the fold. Larger books require a long reach stapler or a saddle stapler neither of which are particularly expensive. A bit more work than stapling is the pamphlet stitch where the pages are sewn together with a thread (I use both traditional bookbinding waxed linen and also many other things including inexpensive embroidery 'floss'). If you search on YouTube for 'pamphlet stitch' you will find many instructional videos; it is easy to learn. I use the basic three-hole stitch for small books but prefer the five-hole version for most of the books I make.
Lastly, if you want to avoid the 'complication' of need double-sided printing and are willing to limit your book to eight pages there is a clever way to cut and fold a single sheet of paper into a book block. Search for 'single sheet booklet' in YouTube or your favorite search engine.
Have fun, make a few mistakes, the learning curve is not steep and, did I say this already, have fun!!!!