Android 4.2.2 is being sent out OTA and you can check your Sony Xperia ZL to see if your phone has received the update by going to Settings> About this phone> Software update> system updates. You can also hook your phone up to your PC and pull the update out of Sony PC Companion. Sony recommends using a Wi-Fi connection when downloading the update.
Remember that these updates are usually sent out in waves, so if you don't receive it today or even tomorrow, be patient. It will arrive.
Somy Xperia ZL Android 4.2.2 update
Thanks Anonymous Tipster!
source: SonyMobile (translated) via XperiaBlog