To get it to work on any platform, it is simpler to use Package Control.
- Install Package Control ( http://wbond.net/sublime_packages/package_control/installation ) & Restart Sublime
- In Command Palette: "install package". Hit enter. It will switch auto-complete to show available packages for your OS & Sublime version.
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Find your desired package ("ZenCoding"). Hit enter. Done.
Some packages may require you to restart Sublime.