Zeroshell is designed to be configured via the web interface. This means you shouldn’t need to know a lot about linux in particular to use it.
You should probably take a look at the instructions from the main page: http://digidownload.libero.it/smasherdevourer/schede/linux/zeroshellEN.pdf
The console interface is used mainly to get you setup to connect to the system via the web interface. You need to go into the web interface to set and store the configuration in the database, otherwise on reboot, it returns to the default settings. Try following the document link I listed above, and see if that gets you where you need to go. Then feel free to come back and ask additional questions.