Installing Zandronum manually is usually the best method for those that want to control the contents (the base archive does not contain a server browser, changelog file and a pack of announcers), and how Zandronum organized. Furthermore, this is usually the primary method for installing Zandronum beta and other testing builds. But, however, in general use - this method is not for everyone. But lets get started!

[Video Demonstration]

Manual Installation

Download the actual '.zip' file (Obviously)
To find the latest build in a compact ZIP archive, check out the downloads page.
Extract the contents from that newly downloaded zip file to any location desired. Such locations can be on the desktop, home folder, or top level directory of a drive. But, however, be sure that the contents within the zip file are in a dedicated folder. In other words, when extracting the files from the zip archive, be sure that the contents are in a new folder. Additionally, if testing the latest build of Zandronum while still using the latest official build, do not mix the two together. The contents from the official and testing build should be separated as the contents could be different and will resort to oddities and compatibility issues. A method of separation can be creating a new subdirectory inside the same location of the official Zandronum build, but this folder being solely dedicated to the testing build.
NOTE: If incase the zip file can not be executed with Windows ZIP Manager for whatever reason other than the file being corrupted, give 7zip a try. Of course, there is plenty of other alternatives, but 7zip is one tool that is rather common for compacting PK3, PK7, 7Z, and even ZIP files.
(OPTIONAL) Import all of the IWADs to the Zandronum directory. The IWAD files can be imported within the same exact directory as 'zandronum.exe'. To avoid duplications, depending on how the user organizes his or her filesystem or scenarios, the user can use Zandronum's IWAD search window to locate the IWAD(s). However, if the latter is not plausible for whatever reason, it is possible to manually input where to find the IWAD files within the initialization file. More details regarding this method described here
(OPTIONAL) Install a server browser (IDE or Doomseeker) and get extra goodies, like announcers or skins.
And that's it! Zandronum has been installed on to the system, and now you're ready to play!

Also See