Any idea what I am doing wrong?
Not a clue...
There are only two folders in this plugin "editors" and "admin"
both folders public_html and zenadmin (a sub-folder of public_html) have 'includes' subfolders
Copied from the instructions
/admin/includes/ckeditor.php goes to your website into your existing /renamed-admin/includes/ folder.
/admin/includes/languages/english/extra_definitions/editors_list.php replaces your existing /renamed-admin/includes/languages/english/extra_definitions/editors_list.php file.
/admin/includes/languages/english/extra_definitions/ckeditor.php is added to your /renamed-admin/includes/languages/english/extra_definitions/ folder
/editors/ckeditor/ (the entire folder) gets copied to your /editors/ folder
Note that all reference your Re-named admin folder