Because of the "if you do" clause, Liliana's trigger won't do anything unless it's able to exile her from the battlefield. If she's already in the graveyard, it can't find her to exile her, so you won't get a transformed planeswalker and you won't get a zombie.
Tag: Liliana Heretical Healer
Transformers! How to transform Liliana.
Read here for a general overview of the transforming planeswalkers coming up in Magic Origins, and specifically how to transform Liliana.