lamibe is right; you can't open zones.pk3 in zone builder, but what you can do is open zones.pk3 in SLADE, right click on the map you want to open, click Open With, and add your zone builder exe path.
do note, though, that you must remember to save a copy of the map you're editing instead of saving it over zones.pk3. if you do, you'll end up bricking the game until you get a new copy of zones.pk3.