To install the driver for the Evolis Zenius, you will first need to install the Microsoft .NET Framework version 4, which is newer than most computers currently have installed. You can download it here:
http://www.microsoft.com/download/en/details.aspx?id=17851
Afterwards, you can install the driver using the CD (or even better, make sure you have the latest version here).
Finally, connect the Zenius USB cable to your computer and Windows will install the printer.