While awaiting @Lichtsignaal, here is some info and links.
Yes you can run both together on RPi Zero W… you could probably even go a step further and make it a Wireless Access Point for ESP clients as well (or Arduino’s with WiFi adapters)… I suppose you could even hook up the Arduino via the USB port? Try it and let us know.
USB Serial Lnk: http://help.blynk.cc/hardware-and-libraries/arduino/usb-serial
PRi Zero W as Server & AP: Setup PI ZERO W as ultra portable server and AP (tutorial)
As for guides… they (Server & Client) will be separate programs running in their own “threads” on the RPI, so simply install them individually as normal, but point the client’s “server IP” right back to the same IP of the device it is running on.
Install Server: http://help.blynk.cc/blynk-local-server/local-server
Install Client: http://help.blynk.cc/hardware-and-libraries/node-js/how-to-install-nodejs-library-on-linux
Hope this helps