How could we install zpm?

You need the c flag

write $SYSTEM.OBJ.Load("C:\InterSystems\HealthShare_2\opt\contenedor\zpm-0.2.2.xml", "c")

But as @Evgeny Shvarov said you'll need InterSystems IRIS for zpm to work.

BTW, there is a very good one-liner to install ZPM, cortesy of @Guillaume Rongier:

set $namespace="%SYS", name="DefaultSSL" do:'##class(Security.SSLConfigs).Exists(name) ##class(Security.SSLConfigs).Create(name) set url="https://pm.community.intersystems.com/packages/zpm/latest/installer" Do ##class(%Net.URLParser).Parse(url,.comp) set ht = ##class(%Net.HttpRequest).%New(), ht.Server = comp("host"), ht.Port = 443, ht.Https=1, ht.SSLConfiguration=name, st=ht.Get(comp("path")) if 'st { w $System.Status.GetErrorText(st) q } set xml=##class(%File).TempFilename("xml"), tFile = ##class(%Stream.FileBinary).%New(), tFile.Filename = xml do tFile.CopyFromAndSave(ht.HttpResponse.Data) do ht.%Close(), $system.OBJ.Load(xml,"ck") do ##class(%File).Delete(xml)