The modem devices always have a small partition where they keep the installer. That partition acts as a flash USB storage. Connect the modem, then access Windows Explorer/Computer and locate the removable partition. In most of the cases you will find 3 installers: one for Windows, one for Mac and one for Linux, depending on the supported platforms, but the most common ones are for Windows and Mac.
Double click the setup for Windows to install the Zong Wireless Modem application.