These should be extracted to the directory containing your zenilib/
directory. As these contain zenilib/
directories as well, they should merge together. If you have a zenilib/
directory within a zenilib/
, you have made an error.
You must do either a command-line build (using multi-build_sh.bat) or a rebuild of the various projects (using multi-premake_sh.bat) before you will be able to build these using an IDE, such as Visual Studio or Xcode.