If you are networking in any way with common networking interfaces you have MAC addresses whether you know it or not but you shouldn’t really have to worry about them.
So, I understand your question but it’s still a bit confusing when you ask something like this:
…I'm wondering if that is adequate or if I also need to assign them each a MAC address (since Raspberry Pi Zeros don't come with a MAC address).
So this is what a Raspberry Pi Zero looks like:
It obviously does not have any networking ports built in; I assume you mean Ethernet since you mention a Switch. So I assume you are using some kind of USB to Ethernet adapter?
While you are correct that the Raspberry Pi Zero does not have a built-in networking port—and thus does not have a MAC address—a networking device like a USB to Ethernet adapter definitely does have a MAC address.
That said, you ask:
Do I need to give them all MAC addresses/will having MAC addresses speed up data transmission between them. Or is it fine to just stick with static IP addresses?
You are mixing things up. For the most part, any common basic networking device of any kind—wired, wireless, etc…—will have a MAC address which is a media access control address. An IP address is the network address. You connect devices together via IP addresses, but MAC addresses are pretty much invisible to you as an end user and are only really used by networking equipment—like switches—to help manage traffic.
So you don’t need to ever think about assigning a MAC address in the same way you assign an IP address. A MAC address is unique to a networking interface and is hard-coded in at the factory. An IP address is what you are managing when you—a user—sets up a system and related devices. And speed is not determined by MAC addresses; it’s simply a lower-level control item you really don’t need to think about.