Sorry, Zen Cart doesn't work the way you are thinking. The HTML for display is built dynamically by the PHP files and can't be dropped in as a simple package. It's the price to pay for the power and flexibility of the system.

The style information is all in one place (stylesheet.css), and you can set up a custom template and do a lot of work right there to make ZC match your site's look (more or less, depending on how your site is laid out.) Warning - do not use the Classic template for customizing a new shop. It is intended for upgrading from old versions of ZC. Work from template_default instead; look for info in FAQs, the wiki and searching this forum.
Good luck!