The ZnWO$_4$ is an anisotropic crystal scintillator; for its peculiar characteristics, it is a very promising detector to exploit the so-called directionality approach in the investigation of those Dark Matter (DM) candidates inducing nuclear recoils. Recently, in the framework of the ADAMO project, an R&D to develop high quality and ultra-radiopure ZnWO$_4$ crystal scintillators has been carried out. In the present paper the measurements to study the anisotropic response of a ZnWO$_4$ to $alpha$ particles and to nuclear recoils induced by neutron scattering are reported. Monochromatic neutrons have been produced by a neutron generator at ENEA-CASACCIA. The quenching factor values for nuclear recoils along different crystallographic axes have been determined for three different nuclear recoils energies. These results open the possibility to realize a pioneer experiment to investigate the above mentioned DM candidates by means of the directionality.