In an unprecedented ruling, the Constitutional Court on Tuesday handed Zuma a 15-month jail term for repeatedly refusing to comply with an order to appear before graft investigators.
If the 79-year-old fails to turn himself in by Sunday, police will be given a further three days to arrest him and take him to jail to start the sentence.
Local media on Friday said that according to a warrant of committal, Zuma would be taken to Westville Prison, about 200 kilometres (120 miles) from Nkandla in southeastern Kwa-Zulu Natal province.
About two dozen women who said they travelled more than 300 kilometres (190 miles) overnight from O.R. Tambo district in the neighbouring Eastern Cape province camped at the entrance to Zuma's home.
"We support Zuma and we want to know what is going to happen with him, which is why we are here," 43-year-old Cecilia Nongce told AFP, wearing a traditional Nguni blue-and-red blanket to ward off the cold.
"We love Nxamala," she said in Zulu, referring to Zuma by his clan name, adding that they hoped he would come out to speak to them.
A group of other supporters arrived in two mini-buses waving ANC flags and wearing white T-shirts with the inscription 'wenzeni uZuma', Zulu for "What has Zuma done?"
A few vendors set up stalls at the gate to Zuma's homestead, selling food and African National Congress (ANC) regalia, as goats roamed in and out of the compound.
A big blue tent and a small red one have been erected to shelter members of the veterans of ANC's armed struggle wing Umkhonto we Sizwe, who have staunchly stood behind Zuma in recent years.