You have to download the ZK binary distribution in order to run or develop the ZK Web Application, please download the last one in "ZK Recommended Releases" section in http://www.zkoss.org/download/zk and save it to a proper location. You can also extract the content, but it is not necessary.
Start the Eclipse which already has ZK Studio installed.
Click [Window]/[Preferences] in Eclipse main menu.
On the Preferences Window, select ZK/ZK Packages.
On the right panel of the ZK Packages preference page in Preferences Window, select Add Directory if you have extract the ZK Library zip file, point the location to the extracted file folder, then click OK; Otherwise select Add File if you didn't had extract the zip file, then select the ZK Package zip file.
It will popup a confirm window, click OK.
Type the alias name as you like for this imported package on next window, click OK.
ZK Studio will import the selected ZK Library.
In ZK Packages preferences page, you can check the check box of the imported ZK Packages on the ZK Package list as the default ZK library for any ZK Web application you will create later. If you don't select anyone as a default ZK library, ZK Studio will automatically choose the latest version of those imported ZK Packages.
You can remove unwanted ZK package in ZK Packages preferences page in Preferences Window by select the row in ZK Package then click Remove.