If you're going to use the sandbox, you *will* need to login to your PayPal Developer Sandbox account.
Frankly, if you're just testing in preparation for taking your store live, you really don't need to be messing about in the sandbox. The sandbox is intended for developers who are writing code to interact with PayPal. Zen Cart has *already* done that.
However, if you insist, there is lots of documentation on PayPal's website to teach you how to use their sandbox. And they have a support forum for asking sandbox usage questions over there too.