In ZSNES, you should be able to go to Game > Open ROM, then select the unzipped ROM file (it will have a .smc extension) and it'll play it.

The ROM being read only doesn't seem to have an effect for me when loading it. Maybe you've got a .srm file in the same folder with same name as the ROM? That's probably what's read only, and is just save game data. You can safely delete that, and you probably want to if you've not played before, since it won't be your save games anyway If that doesn't help, then what is the exact error message?