The recommended way to install is to use packages from your distribution, or the windows installer. The following only apply if you want to install from the sources.
The best way is to follow to classical installation method:
make install
If you want to manually install the server, do the following:
copy the config file and the executable in the install dir
copy AT LEAST one backend in the same dir, and all its config files
After that, you have to:
edit wzd.cfg The file is commented, you shouldn't need help - if you need, install serv-u
run the exe (you will surely need to specify the config file).
$PREFIX/sbin/wzdftpd -f $PREFIX/etc/wzdftpd/wzd.cfg
login for the first time FROM LOCALHOST, user/pass: wzdftpd and create users and groups using SITE commande ( site adduser and site grpadd). See exemple of user creation.