First of all take a look at my thread
http://www.hiveworkshop.com/forums/f275/night-elf-103885/index2.html . I have explained how you can use your high poly model in wc .
How to make models in Zbrush for Wc3 ?
Starting From 3d application
1. Create base mesh in 3ds max (U need max which can export and import OBJ like max ver. 8) or any other 3d application .
2. Extract your base mesh as OBJ file format .
3. Import your extracted base mesh into Zbrush .
4. Sculpt with your base mesh .
5. When you are done with sculpting go to the lowest subdivision level and make Normal map .
6. Now when u have lowest subdivision level and normal map , export it into 3ds max
7. U cant use normal maps in WC but you can use ur normal map as texture map (look at my post for more info on this) All high details will look as they were painted .
8. Export ur base mesh as 3ds and import it into max 5 .
9. The 3ds format is a bit laggy so if u have any problems , select all vertices and weld them together .
10. Open ur normal map in photoshop and make it black and white . in channel info u will find three channels . Every channel has different lightning . Choose one channel and delete others . U can also correct lightning urself using dodge/burn brushes . I dunno is it possible to adjust lightning in Zbrush for normal maps but it is possible to do it in Xnormal . U can find more about Xnormal here :
xNormal web page (it is free )