Choose a user to have access to everything (you?) and check that user's ID on the Admin > Tools Admin Settings page. You'll see the ID in the left column. If it's not "1" edit the first line of the install_admin_profiles.sql to the correct value.
Run the install_admin_profiles.sql file using Zen Cart's Admin > Tools > Install SQL Patch facility
Step 2:
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Copy included files to appropriate places in admin. They already have the correct folder structure so a single drag and drag and drop of the "Admin" folder into the root directory for your store will put the files in the correct locations if you are using a good FTP client (e.g. FileZilla).
admin\admin_control.php
admin\denied.php
admin\images\icon_permissions.gif
admin\includes\admin_profiles.css
admin\includes\auto_loaders\config.admin_profiles.php
admin\includes\boxes\* (i.e. all files in the directory)
admin\includes\extra_datafiles\admin_profiles_data.php
admin\includes\functions\admin_profiles.php
admin\includes\init_includes\overrides\init_admin_auth.php
admin\includes\languages\english\images\buttons\button_edit_permissions.gif