The errors indicate an incomplete upload of the Zenphoto files. Be sure you review http://www.zenphoto.org/news/installation-and-upgrading. Then re-upload the zenphoto package.
Note that I am assuming there is a copy issue with the error message you have posted as the file name should have had slashes between `zp-core` and `zp-extensions` and between `zp-extensions` and `captcha`. If that is really the error, then one of your files has been corrupted. Of course, re-upload should also fix that.