OpenWrt support for ZBT-5928 router

How to flash OpenWrt on ZBT-5928? or Is there any other board firmware that I can flash on ZBT-5928?

Your device is not in OpenWrt database. So it is not (yet) supported by OpenWrt. I don't know if there is another alternative firmware available to flash nor if it will be supported in future.
As the ZBT is offering devices released explicit for/with OpenWrt I would try to ask them directly.

I have their SDK but it is on OpenWrt 17. I want to create firmware on OpenWrt 19.
I have followed these documents.
Can you help me? what files I need to edit to create firmware?

If you have working firmware image file for zbt-5928 or you can dump this file from working router it's really easy to port on 19.07 version.

Are you starting from scratch or do you have any knowledge about Linux/Shell, compiling, programming?

Basically the steps of the quickstart guide are that what you have to do. The "only" extra thing/step you have to do is to integrate/modify some files* into/within the tree.
You have to do this after finishing 2.3 (feeds) and before step 3. (make menuconfig).

*DTS(i) and Makefile

If your approach is to modify a similar DTS(i) and Makefile (like described in your link you have provided) then you have to do probably a try and fail process. For this you should be prepared for recovery.
If you can extract a DTS(i) file from the running system you have already half the way.

I don't have the knowledge to guide you through the process of converting an extracted DTS file to 19.07 version nor writing a proper Makefile. You need the device itself to create a device tree file (flash size/type, partitions, gpio pins, mac addresses etc.).

I think @123serge123 is able to guide you. But it depends highly on your knowledge to finish such a process and ofc if @123serge123 has spare time to guide you.