These statements from The Lord and his modern apostles and prophets indicate the Lord’s will that we:
1. Flee Babylon, and
2. Establish Zion.

The establishment of Zion should be the aim of every member of this Church….
“Zion comes not as a gift but because virtuous covenant people are drawn together and build it….
“Thus gathered in the Lord’s appointed way, Latter-day Saints conscientiously strive to bring forth Zion as the “kingdom of our God and his Christ,” preparatory to the Lord’s Second Coming.”
Elder Keith B. McMullin, 2nd Counselor, Pres. Bishopric

“The antithesis and antagonist of Zion is Babylon.”
“We see Babylon in our cities; we see Babylon in our communities; we see Babylon everywhere.
“And with the encroachment of Babylon, we have to create Zion in the midst of it….
“One of the greatest challenges we will face is to be able to live in that world but somehow not be of that world. We have to create Zion in the midst of Babylon.”
Elder David R. Stone, 2nd Quorum of the Seventy

“If we would establish Zion in our homes, branches, wards, and stakes, we must rise to this standard. It will be necessary (1) to become unified in one heart and one mind; (2) to become, individually and collectively, a holy people; and (3) to care for the poor and needy with such effectiveness that we eliminate poverty among us. We cannot wait until Zion comes for these things to happen—Zion will come only as they happen.
In our families and in our stakes and districts, let us seek to build up Zion through unity, godliness, and charity, preparing for that great day when Zion, the New Jerusalem, will arise.”
Elder D. Todd Christofferson, Quorum of the Twelve Apostles

We ought to have the building up of Zion as our greatest object.
Joseph Smith, Jr., History of the Church, 3:390–91

“As we sing together ‘Come to Zion,’ we mean … come to the ward, the branch, the mission, the stake, and give assistance to build up Zion.”
Spencer W. Kimball, President of the Church

Pres. Ezra Taft Benson concluded his famous talk on pride:
“My dear brethren and sisters, we must prepare to redeem Zion. It was essentially the sin of pride that kept us from establishing Zion in the days of the Prophet Joseph Smith. It was the same sin of pride that brought consecration to an end among the Nephites. Pride is the great stumbling block to Zion. I repeat: Pride is the great stumbling block to Zion.
“We must cleanse the inner vessel by conquering pride.”

D&C 133:
4 Wherefore, prepare ye, prepare ye, O my people; sanctify yourselves; gather ye together, O ye people of my church, upon the land of Zion, all you that have not been commanded to tarry.
5 Go ye out from Babylon. Be ye clean that bear the vessels of the Lord.
7 Yea, verily I say unto you again, the time has come when the voice of the Lord is unto you: Go ye out of Babylon; gather ye out from among the nations, from the four winds, from one end of heaven to the other.
9 And behold, and lo, this shall be their cry, and the voice of the Lord unto all people: Go ye forth unto the land of Zion, that the borders of my people may be enlarged, and that her stakes may be strengthened, and that Zion may go forth unto the regions round about.
12 Let them, therefore, who are among the Gentiles flee unto Zion.
14 Go ye out from among the nations, even from Babylon, from the midst of wickedness, which is spiritual Babylon.
15 But verily, thus saith the Lord, let not your flight be in haste, but let all things be prepared before you; and he that goeth, let him not look back lest sudden destruction shall come upon him.

“I need not remind you that this cause in which we are engaged is not an ordinary cause. It is the cause of Christ. It is the kingdom of God our Eternal Father. It is the building of Zion on the earth, the fulfillment of prophecy given of old and of a vision revealed in this dispensation.”
Apostle Gordon B. Hinckley, “An Ensign to the Nations” – October 1989 Conference

“If we are to build that Zion of which the prophets have spoken and of which the Lord has given mighty promise, we must set aside our consuming selfishness. We must rise above our love for comfort and ease, and in the very process of effort and struggle, even in our extremity, we shall become better acquainted with our God.”
Apostle Gordon B. Hinckley, “Our Mission of Saving” – October 1991 Conference

The Apostle John Taylor wrote, “What a glorious prospect, to think that drunken Babylon, the great city of sin, will soon cease, and the kingdom of God [will] rise in holy splendor, upon her ashes, and the people [will] serve God in a perpetual union!”
– Times and Seasons 5:679, Oct. 15, 1844.

“We can live as a Zion people, if we wish to. Will it be hard? Of course it will, for the waves of Babylonian culture crash incessantly against our shores.”
“What an insidious thing is this culture amidst which we live. It permeates our environment, and we think we are being reasonable and logical when, all too often, we have been molded by the ethos… or the culture of our place and time.”
“Our culture tends to determine what foods we like, how we dress, what constitutes polite behavior, what sports we should follow, what our taste in music should be, the importance of education, and our attitudes toward honesty. It also influences men as to the importance of recreation or religion, influences women about the priority of career or childbearing, and has a powerful effect on how we approach procreation and moral issues. All too often, we are like puppets on a string, as our culture determines what is ‘cool.'”
Elder David R. Stone, “Zion in the Midst of Babylon” – April 2006 General Conference

Moses 7:62
“And righteousness will I send down out of heaven; and truth will I send forth out of the earth, to bear testimony of mine Only Begotten; his resurrection from the dead; yea, and also the resurrection of all men; and righteousness and truth will I cause to sweep the earth as with a flood, to gather out mine elect from the four quarters of the earth, unto a place which I shall prepare, an Holy City, that my people may gird up their loins, and be looking forth for the time of my coming; for there shall be my tabernacle, and it shall be called Zion, a New Jerusalem.”

That last one strongly suggests that at least one Zion society (ie. the New Jerusalem) will be built before Christ comes.

I agree that the call to build the New Jerusalem itself should come from the Lord directly, or through his anointed servants. However, I also believe we can implement principles of a Zion society in our homes, businesses, schools, and governments without any direction whatsoever, as part of the “men should be anxiously engaged in a good cause, and do many things of their own free will, and bring to pass much righteousness” program. Why wait?