Extract the zip file to your hard drive, preserving the folder structure within the zip file.
Upload the entire folder named "zaffatasa" to your webserver (into the "themes" sub-folder of your coppermine install).
You should have a structure on your webserver that looks like this /themes/zaffatasa/
Now go to Coppermine's config, select the "zaffatasa" theme from the dropdown list under "Themes settings" > "Theme" and click "Save new configuration" at the bottom of the config screen.
Browse to your coppermine gallery.
You should see the amazing zaffatasa theme now.

The Zaffatasa Theme for Coppermine