When customers transfer from your site to the PayPal website, they are presented with a screen showing some of the details of their purchase.
They are also given some fields in which to enter their PayPal username and password if they wish to pay using their PayPal funds.
Underneath the PayPal username/password fields is a text link to click: "Don't have a PayPal account? Click here" ... which takes them to a screen where they can fill in their details and use a Credit Card to pay. (They can still log in to their PayPal account from that screen too.) They are not required to create a PayPal account.
One of PayPal's quirks is that they can only use an address and credit card from the same country as what they used in Zen Cart when they created their account. This is usually not a problem.
Additional information on limitations imposed by PayPal regarding payment without an account can be found here.