Hello Guys
Thanks for the advice.
It is working now
What I did was change the information inside "/etc/zabbix/zabbix_server.cnf" as follows:
DBHost=35.200.156.83 (The PGSQL IP)
DBUser=zabbix
DBName=zabbix
DBPassword=password
DBPort=5432
And change localhost in the installation page to the pgsql IP as well and it works.
Thanks Guys