You need to install AMX Mod X and a Zombie Mod Plugin to your listenserver.
A listenserver is the server your computer runs when you are playing offline singleplayer or anytime you create a server using your game client. Just install AMX Mod X to your listenserver (your game) just as you would to any server and install a Zombie Mod Plugin normally.
AMX Mod X has some good documentation on their site if you need any help.
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