To be reading this i expect you have extracted the zip. It should be unzipped into you quake2 folder.
If not then just drag the 3zb2 folder from where it is into your quake2 folder. 

This is a list of files you should have in the quake2/3zb2 folder with a standard install.

Folders :
  • chdtm (contains Deathmatch routes)
  • chctf (contains CTF routes)
  • UG-files (contains files for this document)

Within the chdtm folder is archived :

  • q2dm1.chn

Within the chctf folder is archived :

  • q2ctf5.chf
  • q2ctf6.chf

 

Files :
  • gamex86.dll
  • 3ZBConfig.cfg
  • 3ZBMaps.lst
  • pak6.pak
  • 3zbdoc.txt
  • Game.cfg
  • 3ZBII Quickstart Guide.txt
  • 3zb2.bat
  • Run 3ZBII.pif

This set up will play standard deathmatch on q2dm1 and CTF on q2ctf1, 2 & 3.
Note : You will need to add more chn's in order to play other maps, The 3zb2 Homepage & The RsFHQ have more routes available. Also chn's and chf's made by different authors vary the bots routes and skill. As and example the q2dm1.chn that comes with this version has the bots visiting the Megahealth often enough as an online sever of above average skilled players.