It is not possible to transfer files on Zeroshell using scp because the login shell of the user admin is not a standard shell, but a menu manager.
One solution could be to use the nc (netcat) command. By way of example, make un netcat to listen to on tcp port 3000 of the Zeroshell with the command
nc -l -p 3000 |tar xvf –
and from your Mac/Linux transfer the files with the command
nc IP_address 3000 < file.tar