My understanding is that they are not equipped with SM-2, at least currently.
It does not need them, actually. For self-defense role, ESSM are much more capable. She was not designed as area-defense ship.
To put is simply, "Zumwalt" is a battleship, not an escort. She was designed to achieve as much self-defense ability as possible, and in that she excel. Her multi-target radar array allowed her to intercept more incoming targets simultaneously than the whole destroyer squadron of "Burke"'s, and her low radar signature make locking on her - especially if jamming and decoys are deployed - a very hard goal for missile seekers. So essentially, "Zumwalt" is a ship that could dealt & avoid damage the best. In vanguard position of the battlefleet, engaging enemy ships in missile duel, she would fit perfectly - she could sneak close to the enemy, release the powerful salvo, and survive counter-strikes better than any other surface unit.
A) The Zumwalt is not a batleship, it never, ever was, it "was" a monitor. A gun armed land attack monitor, the entire ship was designed around two 155 guns and their magazine, those things ocupy the space of 72 MK41 strike lenght VLS. Today it has no mission.
B) It was a silly idea
C) If a US Navy surface ship ever has to be on a van of a fleet engaging enemy ships on a "mano a mano" missile duel, something wrong happened, ship sensors are blocked by the earths curvature, a radar on a ship will detect another ship at relatively short ranges, to expand that range the ship depends on things flying way above the sea level or things swiming below water, and if your sensors are on some other platforms, the main offensive weapons will also be on those same platforms, namely aircrafts and submarines.
D) The idea that a ship the size of a German pocket battleship, one that emits enough radar signals to make a full sqn of E-3 Sentry´s envious, can/could somehow "sneak" close to the enemy, it´s... If its a peer enemy, no one in their right mind would put a 4 Billion surface ship near them because its going to get sunk, if it´s not a peer enemy then its stupid to spend 4 Billion US$ on one ship (the US Budget is public).
E) In this day and age where everybody and their dog fields or his about to field long range "IIR / ESM /Home on Jam" PGM´s a level of RCS reduction that mascarades a ship to be roughly "a trawler" (US Navy words, not mine) on a radar screen is pretty much irrelevant
Josh_TN described the program for what it was/his