[While this answer arguably strays a bit from answering the question as asked (though I attempt to at least partially do that, as well), I found my way to this question when looking for an answer that I knew existed for venv (instead of virtualenv), that I couldn't remember the exact details of (namely, the --prompt option, which both commands support). I suspect I won't be the first, so here goes.]
with virtualenv / main answer:
First off, the basic answer to your core question is that you shouldn't need to do anything to get a prompt change, except to have an environment created, run its activate source file (which workon should effectively do for you), and have otherwise followed the installation docs (more below) — e.g. an extract from the virtualenv docs:
$ workon
$ mkvirtualenv mynewenv
New python executable in mynewenv/bin/python
Installing setuptools.............................................
..................................................................
..................................................................
done.
(mynewenv)$
This sort of behavior is what I'd expect from typing workon example, as you do in the question text, above (except you'd then get a prompt of (example)$ instead of (mynewenv)$).
If you're not getting that, I'd make sure you're following all the proper steps for setting up virtualenv. It's relatively unlikely you'd need to change anything in your .zshrc [side note: your link to that is dead now] — except as per the original installation instructions, which suggest adding the following (or a lazy-loading alternative, also listed there):
export WORKON_HOME=$HOME/.virtualenvs
export PROJECT_HOME=$HOME/Devel
source /usr/local/bin/virtualenvwrapper.sh
And there should be nothing else... unless you're wanting the name to show up in a different place in your prompt or something (in which case, you may find some of the answers to this question useful).
That said, there's also a question of simply naming the environment, which can be done either by naming the folder that stores the env, e.g.:
virtualenv example
Or by specifying a prompt when creating the environment with a different name, e.g.:
virtualenv env --prompt example
(This latter would create the files in a directory called ./env, but the prompt when activating it would start with (example).)
with venv:
In modern (as I write this) python environments, it's also fairly common to just use the ships-with-python venv instead of (the pip-installed) virtualenv (though virtualenv still has adherents and reasons to use it — if I understand things correctly, venv is basically just a stripped-down version of virtualenv, with the latter having additional features and other improvements, not found in venv), and with venv, the equivalent of those last two commands (above) would be either:
python3 -m venv example
... or...
python3 -m venv env --prompt example
... respectively.
I hope this is useful (to someone)!