To be completed by the original poster:
CMS Version
Version 2.3.7
Installation Method
Custom install
Operating System
Windows 10 1909
Issue
Is there a Solution to run PHP 7.4.11 with ZeroMQ that XMR can be used?
Which version is php_zmq.dll for?
zeromq is not working on php 7.4 version.
If it works, we will be glad if you share it with us.
I can see that ZMQ have done some work on this: https://github.com/zeromq/php-zmq/pull/212, but whether or not that is in your distribution is beyond what I can help you with 
you would be better off asking on a forum dedicated to ZMQ or the distro you’re using.
Our latest release uses Alpine 3.12 which is still PHP 7.3, so perhaps that is the best option for now.