The instructions aren't correct. There's no libzip file. There is a libpkg file, which I tried to just import that alone and Camtasia doesn't recognize it. I did try renaming the extension to libzip and while Camtasia does open, it did nothing with it.
Since I'm using Camtasia 9.1, I decided to try renaming the downloaded zip file instead.
Double clicked on it, Camtasia opened, and after about 5 minutes, the library was updated. Guess you just need to make sure you're using the right version and have it fully updated. Camtasia support should update those instructions though.