Mine works just fine, I just followed the read me file:

Installation:

1. Unzip the file inside Documents folder or on other secure place where is not possible to erase it by mistake!

2. Add this forlder to your antivirus exclusion list. This program is not a virus, however some AV might consider it by mistake as such and wallet won;t be able to run.

3. Install java by downloading apropriate installer from this url:
https://www.java.com/en/download/manual.jsp

2. Edit zero.conf and set strong username/password (it will work even if you skip this option)

3. Start install_conf.bat by clicking on it.

4. Create a Desktop shortcut of ZEROSwingWalletUI.jar

5. Launch the shortcut

6. Allow firewall exclusions when asked to.

6. Enjoy.

Follow the guide, can it really get much easier? It is spoon fed to you

Posting the console output would be more helpful to find a solution than an semi-ambiguous error message image that refers to the console output.