Im going to have to assume that you have managed to instal it, every time I install ZBrush they alter the process and I find that confusing. So.... Ok so you have ZBrush, GREAT! Now what? Like most people I bet the first thing you want to do is sculpt something with out screwing about.
The first thing to do is look at the ZBrush window. When ZBrush starts up it looks like this: