Choice is yours, you may install one at a time and check its status first or install them all and then check the status on ZD.
As long as APs and ZD has IP connectivity, they will join ZD automatically and will upgrade to ZD firmware automatically.
If you face issues like post installing APs they do not join ZD, just check if APs are getting IP, check APs firmware version, etc.
You you have IP connectivity to all APs and ZD, chances of physical interaction is very less for ZD to AP communication issues. You can troubleshoot AP/ZD using their IP access.
By any chance if APs do not join automatically, simply SSH into AP CLI with default credentials (super/sp-admin) and run below commands.
set director ip
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