Your downloaded Zero One theme files contain everything, so you don't need to download anything from other sources.
We suggest you leave a copy of the original files as a backup if you accidentally delete something.
Extract all files from the .zip file (be patient, it takes some time).
What is in the download files:
Zero One theme main demo -- zero-one folder
Zero One premade demos -- example zero-one-consulting folder, etc.
License
Documentation link file.
Every folder with theme files is a website itself. Just copy the contents of desired demo folder to the local environment folder, or upload it to the server folder.
But first, please read all sections from the installation docs.