Killing a zombie with the crossbow is the easy part! You have the find the crossbow first.
There's a mission in Buckingham Palace where you have to get a book named "De Rimedi Secreti" - when you see the book, you are close to the crossbow. See my video below.
The video below (not mine, mine was deleted) is where the book would be in the office and when you take it, it makes a secret entrance open. Go through the newly opened crawl space.
When I got this cheev, I went down the ladder, it's there where the crossbow can be found. Now go find a zombie that has NO HELMET and it's a one-shot kill to the head.