ADIS16460 imu(10, 2, 9); // Arguments: Chip Select, Data Ready, Reset Pin Assignments.
Do you have ALL the needed pins connected? Are you using a particular shield?
You need the SPI pins (MISO, MOSI, SCK) connected via the ICSP connector on the Zero, PLUS pins 10 (SS), 2, and 9. 2 and 9 are additional signals outside of the normal SPI spec.
The web page talks about connecting to a Teensy, and shows a teensy adapter motherboard and weird cable...