On the admin overview page there is a button labelled "Wordpress Importer". I believe this was introduced in 1.3.0, so if you're running an older version, you'll need to update to use it.
Generelly host use a separate server for databases but is the Zenphoto installl you are trying to import using the same webspace? The importer has actually only been tested with both WP and ZP being installed on the same server using the same database server. If it is an external site you are trying to import from that site's host might not even allow external access to a database. It should be possible to add the server info to the database name (ask your host what that would be).
Regarding tinymce: More info please, what Zenphoto release for example, any errors etc.