I suspect from your description of it that you are looking at the correct FAQ entry. From line 4 onwards it explains how to create a temporary Admin account that you can use to regain control of your Admin functions.
If this is where you're looking, but you're not understanding it, then the following may help. phpMyAdmin is a facility for accessing databases that is made available by most hosts offering MySQL databases. However, they don't all do so in the same way. If it's not obvious from your webspace control panel, try searching their FAQ or asking them directly how you get access to it.
Once there, running the SQL query involve no more than cutting and pasting the SQL from the Zen Cart FAQ entry into the phpMyAdmin box that opens up when you click on the SQL tab and the executing it. This will of course make much more sense when you have phpMyAdmin open in front of you.
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