Materials cannot be exported from one program to another. This is because they tell the rendering engine how to deal with light that hits the surface of the model. Since each rendering engine is unique, the materials are also unique to each software.
That having been said, there are things that you can do to closely replicate the ZBrush material.
First, have you used material noise or color bump? If so, press Texture>Crop and Fill, then Texture>GrabDoc to convert this procedural information into actual RGB color.
Next, press Texture>Flip V and export the texture. You will apply this to your color channel in C4D.
Have you also embedded materials within the texture that you’ve painted? For example, to create areas with higher specularity? If so, then you also want to flip the original texture (not the grabbed one) and export it. You’ll be given the option to include an alpha channel. Say yes. This tutorial explains what to do with that info.
If the coloring on your model is 100% material based and the model has not been textured, then you have another option. Resize the canvas to something like 1024x1024 or 2048x2048. Make sure that the material and color that you are using for the model are both selected and then press Ctrl+F to fill the layer. Now press Texture>Grab Doc to pick that up as a texture that you can export.