Training Effect is calculated on a Garmin device, not within the Connect App/Web.
Not all Garmin devices have this calculation logic.
If you record only on Zwift, then your .fit file can be synchronised to Garmin Connect.
When you synchronise your compatible Garmin device with Garmin Connect it will receive that data and perform the necessary calculations.
When you synchronise your Garmin device a second time, Training Effect etc will appear in the Garmin Connect App/Web.
This is how it works with my Fenix 6 and/or Edge 530.