Not that badly.
Right after Zoro got hit by the attack, Luffy didn't show any concern for him, instead immediately charging at Kaido, and when Kaido dodged him, Luffy was still able to smile happily. Indicates that Zoro wasn't hurt that badly, otherwise Luffy would be more worried.
If anything, it was Zoro who got worried and shouted "Luffy!!!" when he got hit by Ragnarok later.
After that, Zoro was still healthy enough to fight Prometheus.
The wound is not that serious. Thriller Bark was worse imo.