You can install the theme in two ways: through WordPress, or via FTP. The zanmb.zip file is the installable WordPress plugin and what you need to use to get the plugin installed. There are two ways to install WordPress Mega Menu, via WordPress or via FTP. Click here for the WordPress method video tutorial, and here for the FTP method video tutorial. But first, you need to download the WordPress Mega Menu files from your ThemeForest account. Navigate to your downloads tab on Codecanyon and find WordPress Mega Menu.