The Zentools module is a unified Joomla 2.5 / 3+ package and can be installed via the Joomla installer in any version of Joomla.
1. In your site's admin navigate to extensions > extensions manager.
2. Browse for the Zen Tools module zip that you have already downloaded.
3. Click upload and install.
4. Once this has been completed successfully you will be able to create a new instance of the module in the module manager.