how do i download a music zip file to my iphone

You don't. Music must by synced to your phone using iTunes and it must be in your iTunes library in an uncompressed form.

If you are trying to manually manage your music, try normal syncing by unchecking this setting on the Summary tab of your iTunes sync settings. Then confirm the folllowing:

Confirm the following:

1. On the summary tab of your iTunes sync settings you have checked "Sync only checked songs and videos"
2. In your music library you have checked all the songs you want to sync to your phone
3. There are no exclamation points next to any of the songs you want to sync to your phone
4. You have authorized your computer for all Apple IDs for purchased music you want to sync to your phone (in Store>Authorize This Computer)
5. You have checked "Sync Music" on the Music tab of your iTunes sync settings

When everything looks correct, sync your phone.

Also, your music must be imported into your iTunes library for it to be synced to your phone (in case it isn't).