Hi,
I do not fully understand what you want to achieve, but I guess that there is at least one semi-colon missing:
For[zr = 0.10, zr <= 0.50, zr = zr + 0.10, zx = Tanh[zr]; Print[{zr, zx}]]
which gives:
{0.1,0.099668}
{0.2,0.197375}
{0.3,0.291313}
{0.4,0.379949}
{0.5,0.462117}
Cheers,
Marco