I’m somebody who is also in this position. I’ve had the Peloton Bike+ for almost two weeks, and during this time I’ve done a lot of reading on using it with Zwift, and other cycling apps. A lot.
Dave’s post to DC Rainmaker’s article will give you tons of details, but the short answer is you will need to purchase power pedals, which are a couple hundred dollars. You then pair the power pedals to Zwift (whether using the Peloton tablet following the article, or another tablet or PC), and away you go.
There is no way currently to control resistance of the Peloton bike while using Zwift (because in this scenario, Zwift only is connected to the pedals), so while using Zwift you must control resistance yourself with the knob, even with a Bike+. This takes away from the Zwift experience a lot as well, though it is better than nothing.
I would ask where your priorities are. Yes, you can get power pedals and use the Peloton in Zwift, but you are paying a lot of money for a less than stellar Zwift experience. On the other hand, if you get a smart bike (one example being the Stages SB20), you can get full support of Zwift, Trainer Road and many other applications since smart bikes and apps use open standards, and at the same time you can still subscribe to the Peloton digital app to get their classes! You won’t have automatic resistance control for Peloton though because they don’t use open standards, nor will you be able to appear in Peloton leaderboards, but you can still go through all of the classes and be a part of that community as well.
Since the bike is coming tomorrow you might as well take delivery the bike and enjoy it. If you change your mind on what is more important, you always have Peloton’s 30-day return policy to take advantage of if you wanted to switch to other hardware.