So, looking at the distribution folder, there are two directories:
wp-content\plugins\zenpress
wp-includes\js\tinymce\plugins\zenpress
If you look at the structure, you have to place the zenpress folders in those locations on the server. That should do it. Activate the plugin, then go to Options>Zenpress to configure. It may autodetect the settings.
Sorry for the lengthy emails. I'm a network admin , so I can get wordy with explanations.