Did the first execution successfully generate the SSL certificate?
That is proven by the ssl generator console output at first run, see documentation http://zerospot.wiredolphin.net/help/help?page=first_run.html
If so, assuming that the captive portal is successfully configured and that the connection to the Zeroshell host is up, let my know how many users are currently enrolled on your Zeroshell box and also what actions you had exactly performed from the first to te last one when you run the executable first time.
I cannot test a Windows 8 machine at the moment, but I’ll do what I can to test it as soon as possible. Let me know telling me also the Java version.