If you have a Zero W you can use that to configure an SD card then move it to the Pi0 (non-W). However, you still won't have network access on the Pi0 unless you add an Ethernet or WiFi adapter. I believe there are wireless boards that can be added to GPIO, but those are more difficult to install and configure (and slower). If you use a USB WiFi dongle, then you can't add USB storage without a hub.
You could configure your Pi0 as a USB Ethernet Gadget, connected to your main PC with a micro USB cable, and then use Internet Connection Sharing to give 'net access to the Pi0. This would allow you to SSH or VNC in over USB to control the Pi0, but you won't be able to use a USB drive (if you want more storage, get a bigger SD card). This is the best guide I've found on setting up USB Gadget mode (click).
Another option would be to get a Raspbian compatible USB WiFi dongle
and run the Pi0 headless. Most of my Pi computers are headless and accessed by SSH or VNC.
A final option to consider would be a serial console cable, which will give you access to the Raspbian CLI without a network connection. The Pi0 USB port is not used and would be available for something else, but you'd still have to choose between USB storage or network.
My mind is like a browser. 27 tabs are open, 9 aren't responding,
lots of pop-ups...and where is that annoying music coming from?